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 | 0.90% | 2.19 | 2.21 | 100'000 | 100'000 | 100'000 | 100'000 | 221'530 | 223'530 | 96.12% | 96.12% |
18.12.2014 | 1.05% | 1.91 | 1.93 | 100'000 | 100'000 | 100'000 | 100'000 | 189'860 | 191'860 | 88.68% | 88.68% |
17.12.2014 | 1.01% | 1.52 | 1.54 | 100'000 | 100'000 | 100'000 | 100'000 | 150'114 | 151'639 | 99.86% | 99.86% |
16.12.2014 | 0.65% | 1.61 | 1.62 | 100'000 | 100'000 | 100'000 | 100'000 | 153'041 | 154'041 | 97.72% | 97.72% |
15.12.2014 | 0.59% | 1.57 | 1.58 | 100'000 | 100'000 | 100'000 | 100'000 | 169'467 | 170'467 | 99.96% | 99.96% |
12.12.2014 | 0.55% | 1.78 | 1.79 | 100'000 | 100'000 | 100'000 | 100'000 | 181'369 | 182'369 | 99.89% | 99.89% |
11.12.2014 | 0.51% | 2.08 | 2.09 | 100'000 | 100'000 | 100'000 | 100'000 | 195'720 | 196'720 | 90.99% | 90.99% |
10.12.2014 | 0.48% | 2.02 | 2.03 | 100'000 | 100'000 | 100'000 | 100'000 | 209'232 | 210'232 | 98.25% | 98.25% |
09.12.2014 | 0.48% | 1.99 | 2.00 | 100'000 | 100'000 | 100'000 | 100'000 | 209'622 | 210'622 | 100.00% | 100.00% |