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 | 1.50% | 0.66 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 132'633 | 134'633 | 99.45% | 99.45% |
18.12.2014 | 1.56% | 0.66 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 127'208 | 129'208 | 99.89% | 99.89% |
17.12.2014 | 1.32% | 0.68 | 0.69 | 200'000 | 200'000 | 200'000 | 200'000 | 151'185 | 153'185 | 99.92% | 99.92% |
16.12.2014 | 1.24% | 0.74 | 0.75 | 200'000 | 200'000 | 200'000 | 200'000 | 159'950 | 161'950 | 100.00% | 100.00% |
15.12.2014 | 1.30% | 0.80 | 0.81 | 200'000 | 200'000 | 200'000 | 200'000 | 153'285 | 155'285 | 99.38% | 99.38% |
12.12.2014 | 1.32% | 0.76 | 0.77 | 200'000 | 200'000 | 200'000 | 200'000 | 150'708 | 152'708 | 100.00% | 100.00% |
11.12.2014 | 1.41% | 0.70 | 0.71 | 200'000 | 200'000 | 200'000 | 200'000 | 141'225 | 143'225 | 100.00% | 100.00% |
10.12.2014 | 1.44% | 0.72 | 0.73 | 200'000 | 200'000 | 200'000 | 200'000 | 137'852 | 139'852 | 99.85% | 99.85% |
09.12.2014 | 1.46% | 0.66 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 135'884 | 137'884 | 99.36% | 99.36% |