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 | 2.18% | 0.78 | 0.80 | 130'000 | 130'000 | 426'295 | 426'295 | 263'671 | 268'524 | 99.89% | 99.89% |
18.12.2014 | 2.26% | 0.81 | 0.83 | 650'000 | 650'000 | 650'000 | 650'000 | 572'054 | 585'054 | 95.41% | 95.41% |
17.12.2014 | 1.36% | 1.33 | 1.35 | 650'000 | 650'000 | 650'000 | 650'000 | 950'174 | 963'174 | 99.27% | 99.27% |
16.12.2014 | 1.06% | 1.43 | 1.45 | 650'000 | 650'000 | 650'000 | 650'000 | 1'197'300 | 1'209'920 | 96.07% | 96.07% |
15.12.2014 | 0.83% | 1.71 | 1.72 | 650'000 | 650'000 | 650'000 | 650'000 | 782'841 | 789'341 | 99.37% | 99.37% |
12.12.2014 | 1.07% | 1.11 | 1.12 | 700'000 | 700'000 | 700'000 | 700'000 | 655'649 | 662'649 | 99.57% | 99.57% |
11.12.2014 | 1.41% | 0.64 | 0.65 | 750'000 | 750'000 | 750'000 | 750'000 | 533'760 | 541'260 | 99.59% | 99.59% |
10.12.2014 | 1.50% | 0.74 | 0.75 | 750'000 | 750'000 | 750'000 | 750'000 | 500'629 | 508'129 | 96.19% | 96.19% |
09.12.2014 | 1.71% | 0.80 | 0.81 | 750'000 | 750'000 | 750'000 | 750'000 | 444'692 | 452'192 | 99.46% | 99.46% |