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 | 45.74% | 0.01 | 0.05 | 30'000 | 30'000 | 8'626 | 8'626 | 634 | 1'012 | 93.88% | 93.88% |
18.12.2014 | 22.89% | 0.09 | 0.11 | 10'000 | 10'000 | 12'558 | 12'558 | 596 | 745 | 52.14% | 95.03% |
17.12.2014 | 97.20% | 0.01 | 0.02 | 220'000 | 110'000 | 220'000 | 220'000 | 2'302 | 6'600 | 28.94% | 99.74% |
16.12.2014 | 98.17% | 0.01 | 0.02 | 100'000 | 150'000 | 100'000 | 100'000 | 1'031 | 3'000 | 38.01% | 94.60% |
15.12.2014 | 44.74% | 0.02 | 0.04 | 75'000 | 75'000 | 54'907 | 54'907 | 1'938 | 3'036 | 98.07% | 98.07% |
12.12.2014 | 16.97% | 0.08 | 0.10 | 30'000 | 30'000 | 25'659 | 25'659 | 2'776 | 3'289 | 98.92% | 98.92% |
11.12.2014 | 15.01% | 0.15 | 0.17 | 20'000 | 20'000 | 20'000 | 20'000 | 3'003 | 3'486 | 97.10% | 97.10% |
10.12.2014 | 14.47% | 0.20 | 0.23 | 20'000 | 20'000 | 20'000 | 20'000 | 3'866 | 4'466 | 93.80% | 93.80% |
09.12.2014 | 12.52% | 0.18 | 0.21 | 20'000 | 20'000 | 20'000 | 20'000 | 4'542 | 5'142 | 97.98% | 97.98% |