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 | 3.47% | 0.84 | 0.87 | 100'000 | 100'000 | 100'000 | 100'000 | 85'071 | 88'071 | 100.00% | 100.00% |
18.12.2014 | 3.57% | 0.82 | 0.85 | 100'000 | 100'000 | 100'000 | 100'000 | 82'519 | 85'519 | 96.57% | 96.57% |
17.12.2014 | 3.97% | 0.73 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 74'057 | 77'057 | 100.00% | 100.00% |
16.12.2014 | 4.36% | 0.71 | 0.74 | 100'000 | 100'000 | 100'000 | 100'000 | 67'399 | 70'399 | 96.40% | 96.40% |
15.12.2014 | 3.64% | 0.77 | 0.80 | 100'000 | 100'000 | 100'000 | 100'000 | 81'038 | 84'038 | 99.89% | 99.89% |
12.12.2014 | 3.55% | 0.84 | 0.87 | 100'000 | 100'000 | 100'000 | 100'000 | 83'002 | 86'002 | 100.00% | 100.00% |
11.12.2014 | 3.41% | 0.90 | 0.93 | 100'000 | 100'000 | 100'000 | 100'000 | 86'574 | 89'574 | 99.25% | 99.25% |
10.12.2014 | 3.52% | 0.89 | 0.92 | 100'000 | 100'000 | 100'000 | 100'000 | 83'695 | 86'695 | 100.00% | 100.00% |
09.12.2014 | 3.73% | 0.78 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 78'949 | 81'949 | 99.76% | 99.76% |