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 | 15.79% | 0.15 | 0.17 | 400'000 | 400'000 | 400'000 | 400'000 | 47'004 | 55'004 | 99.20% | 99.20% |
18.12.2014 | 12.72% | 0.13 | 0.15 | 400'000 | 400'000 | 400'000 | 400'000 | 59'259 | 67'259 | 100.00% | 100.00% |
17.12.2014 | 7.91% | 0.21 | 0.23 | 400'000 | 400'000 | 400'000 | 400'000 | 97'413 | 105'413 | 100.00% | 100.00% |
16.12.2014 | 7.60% | 0.24 | 0.26 | 400'000 | 400'000 | 400'000 | 400'000 | 101'882 | 109'882 | 100.00% | 100.00% |
15.12.2014 | 9.98% | 0.23 | 0.25 | 400'000 | 400'000 | 400'000 | 400'000 | 76'469 | 84'469 | 99.91% | 99.91% |
12.12.2014 | 12.74% | 0.17 | 0.19 | 400'000 | 400'000 | 400'000 | 400'000 | 59'055 | 67'055 | 100.00% | 100.00% |
11.12.2014 | 16.56% | 0.11 | 0.13 | 400'000 | 400'000 | 400'000 | 400'000 | 44'507 | 52'507 | 100.00% | 100.00% |
10.12.2014 | 16.01% | 0.10 | 0.12 | 400'000 | 400'000 | 401'236 | 401'236 | 40'367 | 47'444 | 100.00% | 100.00% |
09.12.2014 | 12.60% | 0.11 | 0.13 | 400'000 | 400'000 | 436'093 | 436'093 | 39'810 | 45'180 | 100.00% | 100.00% |