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 | 2.56% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 77'259 | 79'259 | 100.00% | 100.00% |
18.12.2014 | 2.59% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 76'114 | 78'114 | 100.00% | 100.00% |
17.12.2014 | 2.74% | 0.36 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 71'896 | 73'896 | 99.89% | 99.89% |
16.12.2014 | 3.05% | 0.35 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 64'641 | 66'641 | 100.00% | 100.00% |
15.12.2014 | 2.77% | 0.35 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 71'129 | 73'129 | 99.18% | 99.18% |
12.12.2014 | 2.62% | 0.37 | 0.38 | 200'000 | 200'000 | 200'000 | 200'000 | 75'382 | 77'382 | 99.23% | 99.23% |
11.12.2014 | 2.36% | 0.42 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 83'886 | 85'886 | 99.55% | 99.55% |
10.12.2014 | 2.37% | 0.43 | 0.44 | 200'000 | 200'000 | 200'000 | 200'000 | 83'256 | 85'256 | 100.00% | 100.00% |
09.12.2014 | 2.27% | 0.41 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 87'078 | 89'078 | 100.00% | 100.00% |