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 | 18.85% | 0.12 | 0.14 | 400'000 | 400'000 | 400'000 | 400'000 | 39'284 | 47'284 | 99.20% | 99.20% |
18.12.2014 | 15.43% | 0.12 | 0.14 | 400'000 | 400'000 | 400'000 | 400'000 | 47'915 | 55'915 | 100.00% | 100.00% |
17.12.2014 | 10.90% | 0.17 | 0.19 | 400'000 | 400'000 | 399'977 | 400'000 | 69'409 | 77'413 | 100.00% | 100.00% |
16.12.2014 | 10.04% | 0.17 | 0.19 | 400'000 | 400'000 | 400'000 | 400'000 | 76'116 | 84'116 | 100.00% | 100.00% |
15.12.2014 | 13.22% | 0.18 | 0.20 | 400'000 | 400'000 | 400'000 | 400'000 | 56'904 | 64'904 | 99.92% | 99.92% |
12.12.2014 | 14.64% | 0.14 | 0.16 | 400'000 | 400'000 | 399'953 | 400'000 | 50'732 | 58'738 | 100.00% | 100.00% |
11.12.2014 | 17.60% | 0.10 | 0.12 | 400'000 | 400'000 | 400'000 | 400'000 | 41'527 | 49'527 | 100.00% | 100.00% |
10.12.2014 | 11.00% | 0.10 | 0.11 | 400'000 | 400'000 | 479'919 | 479'919 | 44'077 | 49'194 | 100.00% | 100.00% |
09.12.2014 | 11.53% | 0.10 | 0.11 | 500'000 | 500'000 | 495'953 | 495'953 | 40'988 | 45'947 | 100.00% | 100.00% |