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 | 7.92% | 0.22 | 0.24 | 150'000 | 150'000 | 149'837 | 150'000 | 36'392 | 39'433 | 99.99% | 99.99% |
18.12.2014 | 9.04% | 0.18 | 0.20 | 150'000 | 150'000 | 150'000 | 150'000 | 31'869 | 34'869 | 100.00% | 100.00% |
17.12.2014 | 14.06% | 0.15 | 0.17 | 150'000 | 150'000 | 150'000 | 150'000 | 19'983 | 22'983 | 100.00% | 100.00% |
16.12.2014 | 19.72% | 0.17 | 0.19 | 150'000 | 150'000 | 149'987 | 150'000 | 14'254 | 17'255 | 100.00% | 100.00% |
15.12.2014 | 10.51% | 0.12 | 0.14 | 150'000 | 150'000 | 150'000 | 150'000 | 27'433 | 30'433 | 99.89% | 99.89% |
12.12.2014 | 8.69% | 0.21 | 0.23 | 150'000 | 150'000 | 150'000 | 150'000 | 33'167 | 36'167 | 100.00% | 100.00% |
11.12.2014 | 8.03% | 0.28 | 0.30 | 150'000 | 150'000 | 150'000 | 150'000 | 35'999 | 38'999 | 100.00% | 100.00% |
10.12.2014 | 6.23% | 0.26 | 0.28 | 150'000 | 150'000 | 150'000 | 149'947 | 47'430 | 50'414 | 100.00% | 100.00% |
09.12.2014 | 5.57% | 0.32 | 0.34 | 150'000 | 150'000 | 150'000 | 150'000 | 52'381 | 55'381 | 100.00% | 100.00% |