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 | 0.85% | 1.13 | 1.14 | 100'000 | 100'000 | 100'000 | 100'000 | 117'466 | 118'466 | 100.00% | 100.00% |
18.12.2014 | 0.93% | 1.08 | 1.09 | 100'000 | 100'000 | 100'000 | 100'000 | 106'603 | 107'603 | 99.33% | 99.33% |
17.12.2014 | 1.11% | 0.93 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 89'689 | 90'689 | 99.86% | 99.86% |
16.12.2014 | 1.20% | 0.93 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 83'032 | 84'032 | 100.00% | 100.00% |
15.12.2014 | 1.05% | 0.85 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 94'920 | 95'920 | 99.16% | 99.16% |
12.12.2014 | 0.91% | 1.06 | 1.07 | 100'000 | 100'000 | 100'000 | 100'000 | 109'420 | 110'420 | 99.23% | 99.23% |
11.12.2014 | 0.87% | 1.15 | 1.16 | 100'000 | 100'000 | 100'000 | 100'000 | 114'296 | 115'296 | 99.58% | 99.58% |
10.12.2014 | 0.85% | 1.17 | 1.18 | 100'000 | 100'000 | 100'000 | 100'000 | 117'533 | 118'533 | 100.00% | 100.00% |
09.12.2014 | 0.83% | 1.14 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 119'673 | 120'673 | 97.58% | 97.58% |