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 | 10.62% | 0.17 | 0.19 | 300'000 | 300'000 | 303'094 | 303'094 | 54'110 | 60'172 | 96.51% | 96.51% |
18.12.2014 | 19.59% | 0.09 | 0.11 | 500'000 | 500'000 | 499'106 | 499'106 | 46'315 | 56'297 | 79.38% | 79.38% |
17.12.2014 | 67.18% | 0.02 | 0.04 | 500'000 | 500'000 | 499'353 | 499'353 | 11'048 | 21'578 | 85.10% | 85.37% |
16.12.2014 | 35.00% | 0.05 | 0.07 | 500'000 | 500'000 | 499'498 | 499'498 | 24'938 | 34'969 | 92.05% | 92.05% |
15.12.2014 | 26.47% | 0.06 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 33'105 | 43'105 | 95.65% | 95.65% |
12.12.2014 | 12.01% | 0.12 | 0.14 | 450'000 | 450'000 | 352'050 | 352'050 | 55'163 | 62'204 | 95.17% | 95.17% |
11.12.2014 | 11.98% | 0.19 | 0.21 | 300'000 | 300'000 | 345'179 | 345'179 | 54'090 | 60'994 | 89.97% | 89.97% |
10.12.2014 | 9.16% | 0.19 | 0.21 | 300'000 | 300'000 | 272'662 | 272'662 | 53'820 | 59'014 | 89.76% | 89.76% |
09.12.2014 | 5.34% | 0.18 | 0.19 | 300'000 | 300'000 | 289'650 | 289'650 | 52'715 | 55'612 | 96.18% | 96.18% |