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 | 2.85% | 0.45 | 0.46 | 500'000 | 500'000 | 500'000 | 500'000 | 234'708 | 241'450 | 99.17% | 99.17% |
18.12.2014 | 3.53% | 0.40 | 0.41 | 500'000 | 500'000 | 500'000 | 500'000 | 180'133 | 186'550 | 100.00% | 100.00% |
17.12.2014 | 7.38% | 0.20 | 0.21 | 500'000 | 500'000 | 500'000 | 500'000 | 89'036 | 95'840 | 100.00% | 100.00% |
16.12.2014 | 8.56% | 0.20 | 0.21 | 500'000 | 500'000 | 500'000 | 500'000 | 74'274 | 80'806 | 97.36% | 97.36% |
15.12.2014 | 4.22% | 0.21 | 0.22 | 500'000 | 500'000 | 500'000 | 500'000 | 148'189 | 154'425 | 93.76% | 93.76% |
12.12.2014 | 3.77% | 0.35 | 0.36 | 500'000 | 500'000 | 500'000 | 500'000 | 170'659 | 177'228 | 99.93% | 99.93% |
11.12.2014 | 3.47% | 0.39 | 0.40 | 500'000 | 500'000 | 500'000 | 500'000 | 184'713 | 191'241 | 100.00% | 100.00% |
10.12.2014 | 3.17% | 0.39 | 0.40 | 500'000 | 500'000 | 500'000 | 500'000 | 198'786 | 205'175 | 100.00% | 100.00% |
09.12.2014 | 2.97% | 0.37 | 0.38 | 500'000 | 500'000 | 500'000 | 500'000 | 222'004 | 228'643 | 99.50% | 99.50% |