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 | - | - |
18.12.2014 | 0.43% | 2.43 | 2.44 | 300'000 | 300'000 | 299'999 | 300'000 | 702'056 | 705'059 | 98.45% | 98.45% |
17.12.2014 | 0.51% | 1.98 | 1.99 | 300'000 | 300'000 | 300'000 | 300'000 | 582'290 | 585'290 | 96.56% | 96.56% |
16.12.2014 | 0.58% | 1.97 | 1.98 | 300'000 | 300'000 | 300'000 | 300'000 | 519'799 | 522'799 | 96.19% | 96.19% |
15.12.2014 | 0.47% | 1.88 | 1.89 | 300'000 | 300'000 | 299'962 | 300'000 | 641'914 | 644'992 | 98.07% | 98.07% |
12.12.2014 | 0.43% | 2.28 | 2.29 | 300'000 | 300'000 | 300'000 | 300'000 | 696'276 | 699'276 | 88.43% | 88.43% |
11.12.2014 | 0.41% | 2.52 | 2.53 | 300'000 | 300'000 | 300'000 | 300'000 | 737'624 | 740'624 | 98.79% | 98.79% |
10.12.2014 | 0.39% | 2.50 | 2.51 | 300'000 | 300'000 | 300'000 | 300'000 | 758'458 | 761'458 | 99.15% | 99.15% |
09.12.2014 | 0.38% | 2.51 | 2.52 | 300'000 | 300'000 | 300'000 | 300'000 | 794'001 | 797'001 | 98.53% | 98.53% |
08.12.2014 | 0.35% | 2.82 | 2.83 | 300'000 | 300'000 | 300'000 | 300'000 | 844'017 | 847'017 | 99.73% | 99.73% |