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 | 1.56% | 0.61 | 0.62 | 100'000 | 100'000 | 100'000 | 100'000 | 63'738 | 64'738 | 99.52% | 99.52% |
18.12.2014 | 1.79% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 55'277 | 56'277 | 99.91% | 99.91% |
17.12.2014 | 2.32% | 0.46 | 0.47 | 100'000 | 100'000 | 100'000 | 100'000 | 42'700 | 43'700 | 99.93% | 99.93% |
16.12.2014 | 3.24% | 0.43 | 0.44 | 100'000 | 100'000 | 100'000 | 100'000 | 30'733 | 31'733 | 100.00% | 100.00% |
15.12.2014 | 2.31% | 0.33 | 0.34 | 100'000 | 100'000 | 100'000 | 100'000 | 43'180 | 44'180 | 99.39% | 99.39% |
12.12.2014 | 2.04% | 0.46 | 0.47 | 100'000 | 100'000 | 100'000 | 100'000 | 48'702 | 49'702 | 99.84% | 99.99% |
11.12.2014 | 1.80% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 55'007 | 56'007 | 99.83% | 100.00% |
10.12.2014 | 1.79% | 0.51 | 0.52 | 100'000 | 100'000 | 100'000 | 100'000 | 55'389 | 56'389 | 99.67% | 99.82% |
09.12.2014 | 1.70% | 0.52 | 0.53 | 100'000 | 100'000 | 100'000 | 100'000 | 58'408 | 59'408 | 99.60% | 99.76% |