Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19.12.2014 | 3.05% | 0.62 | 0.64 | 100'000 | 100'000 | 100'000 | 100'000 | 64'640 | 66'640 | 96.13% | 96.13% |
18.12.2014 | 5.70% | 0.35 | 0.37 | 100'000 | 100'000 | 100'000 | 100'000 | 34'460 | 36'460 | 86.73% | 86.73% |
17.12.2014 | 13.99% | 0.11 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 11'380 | 13'052 | 78.30% | 78.30% |
16.12.2014 | 6.89% | 0.18 | 0.19 | 100'000 | 100'000 | 100'000 | 100'000 | 14'551 | 15'551 | 97.94% | 97.94% |
15.12.2014 | 3.58% | 0.19 | 0.20 | 100'000 | 100'000 | 99'992 | 99'996 | 27'881 | 28'882 | 98.92% | 98.92% |
12.12.2014 | 2.66% | 0.34 | 0.35 | 100'000 | 100'000 | 100'000 | 100'000 | 37'272 | 38'272 | 99.89% | 99.89% |
11.12.2014 | 2.06% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 48'315 | 49'315 | 90.97% | 90.97% |
10.12.2014 | 1.75% | 0.51 | 0.52 | 100'000 | 100'000 | 100'000 | 100'000 | 56'991 | 57'991 | 100.00% | 100.00% |
09.12.2014 | 1.72% | 0.50 | 0.51 | 100'000 | 100'000 | 100'000 | 100'000 | 57'888 | 58'888 | 100.00% | 100.00% |