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 | 6.31% | 0.15 | 0.16 | 110'000 | 110'000 | 110'000 | 110'000 | 16'909 | 18'009 | 98.55% | 98.55% |
18.12.2014 | 8.06% | 0.13 | 0.14 | 110'000 | 110'000 | 110'000 | 110'000 | 13'231 | 14'331 | 94.61% | 94.61% |
17.12.2014 | 18.82% | 0.05 | 0.06 | 170'000 | 170'000 | 161'868 | 161'868 | 7'896 | 9'515 | 100.00% | 100.00% |
16.12.2014 | 26.66% | 0.06 | 0.07 | 210'000 | 210'000 | 230'459 | 230'459 | 7'823 | 10'128 | 99.40% | 99.40% |
15.12.2014 | 18.61% | 0.04 | 0.05 | 180'000 | 180'000 | 175'894 | 175'894 | 8'911 | 10'669 | 99.01% | 99.01% |
12.12.2014 | 12.22% | 0.07 | 0.08 | 160'000 | 160'000 | 155'933 | 155'933 | 12'042 | 13'601 | 100.00% | 100.00% |
11.12.2014 | 8.68% | 0.11 | 0.12 | 140'000 | 140'000 | 140'000 | 140'000 | 15'493 | 16'893 | 99.59% | 99.59% |
10.12.2014 | 8.66% | 0.11 | 0.12 | 140'000 | 140'000 | 140'000 | 140'000 | 15'485 | 16'885 | 96.72% | 96.72% |
09.12.2014 | 7.09% | 0.11 | 0.12 | 130'000 | 130'000 | 130'000 | 130'000 | 17'759 | 19'059 | 99.74% | 99.74% |