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 | 9.05% | 0.27 | 0.29 | 150'000 | 150'000 | 492'899 | 492'899 | 70'888 | 76'478 | 99.20% | 99.20% |
18.12.2014 | 4.92% | 0.34 | 0.36 | 700'000 | 700'000 | 700'000 | 700'000 | 284'515 | 298'515 | 95.40% | 95.40% |
17.12.2014 | 2.02% | 0.85 | 0.87 | 650'000 | 650'000 | 650'000 | 650'000 | 640'835 | 653'835 | 99.27% | 99.27% |
16.12.2014 | 1.43% | 0.95 | 0.97 | 650'000 | 650'000 | 650'000 | 650'000 | 885'901 | 898'524 | 96.98% | 96.98% |
15.12.2014 | 1.36% | 1.24 | 1.25 | 700'000 | 700'000 | 700'000 | 700'000 | 521'717 | 528'717 | 99.54% | 99.54% |
12.12.2014 | 1.92% | 0.68 | 0.69 | 750'000 | 750'000 | 750'000 | 750'000 | 390'284 | 397'784 | 98.02% | 98.02% |
11.12.2014 | 2.83% | 0.30 | 0.31 | 750'000 | 750'000 | 750'000 | 750'000 | 266'073 | 273'573 | 99.06% | 99.06% |
10.12.2014 | 3.02% | 0.38 | 0.39 | 750'000 | 750'000 | 750'000 | 750'000 | 247'304 | 254'804 | 93.91% | 93.91% |
09.12.2014 | 3.60% | 0.43 | 0.44 | 750'000 | 750'000 | 750'000 | 750'000 | 213'429 | 220'929 | 98.24% | 98.24% |