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 | 1.09% | 1.80 | 1.82 | 100'000 | 100'000 | 100'000 | 100'000 | 182'286 | 184'286 | 96.10% | 96.10% |
18.12.2014 | 1.32% | 1.52 | 1.54 | 100'000 | 100'000 | 100'000 | 100'000 | 150'695 | 152'695 | 88.76% | 88.76% |
17.12.2014 | 1.36% | 1.13 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 111'745 | 113'270 | 99.74% | 99.74% |
16.12.2014 | 0.87% | 1.23 | 1.24 | 100'000 | 100'000 | 100'000 | 100'000 | 115'064 | 116'064 | 97.73% | 97.73% |
15.12.2014 | 0.76% | 1.19 | 1.20 | 100'000 | 100'000 | 100'000 | 100'000 | 131'536 | 132'536 | 99.72% | 99.72% |
12.12.2014 | 0.69% | 1.40 | 1.41 | 100'000 | 100'000 | 100'000 | 100'000 | 143'450 | 144'450 | 99.89% | 99.89% |
11.12.2014 | 0.63% | 1.70 | 1.71 | 100'000 | 100'000 | 100'000 | 100'000 | 157'550 | 158'550 | 90.73% | 90.73% |
10.12.2014 | 0.59% | 1.63 | 1.64 | 100'000 | 100'000 | 100'000 | 100'000 | 170'540 | 171'540 | 98.24% | 98.24% |
09.12.2014 | 0.58% | 1.61 | 1.62 | 100'000 | 100'000 | 100'000 | 100'000 | 170'979 | 171'979 | 100.00% | 100.00% |