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 | 2.22% | 0.86 | 0.88 | 400'000 | 400'000 | 400'000 | 400'000 | 356'692 | 364'692 | 73.40% | 73.40% |
18.12.2014 | 2.65% | 0.80 | 0.82 | 400'000 | 400'000 | 400'000 | 400'000 | 298'207 | 306'207 | 94.19% | 94.19% |
17.12.2014 | 3.85% | 0.54 | 0.56 | 400'000 | 400'000 | 400'000 | 400'000 | 203'869 | 211'869 | 100.00% | 100.00% |
16.12.2014 | 5.03% | 0.53 | 0.55 | 400'000 | 400'000 | 405'954 | 405'954 | 181'926 | 191'266 | 79.64% | 79.64% |
15.12.2014 | 2.99% | 0.54 | 0.56 | 400'000 | 400'000 | 400'000 | 400'000 | 265'655 | 273'655 | 94.42% | 94.42% |
12.12.2014 | 2.73% | 0.73 | 0.75 | 400'000 | 400'000 | 400'000 | 400'000 | 288'774 | 296'774 | 91.74% | 91.74% |
11.12.2014 | 3.89% | 0.78 | 0.81 | 400'000 | 400'000 | 400'000 | 400'000 | 302'767 | 314'767 | 100.00% | 100.00% |
10.12.2014 | 2.48% | 0.79 | 0.81 | 400'000 | 400'000 | 400'000 | 400'000 | 318'086 | 326'086 | 76.70% | 76.70% |
09.12.2014 | 2.34% | 0.75 | 0.77 | 400'000 | 400'000 | 400'000 | 400'000 | 339'051 | 347'051 | 83.07% | 83.07% |