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 | 0.77% | 1.73 | 1.75 | 120'000 | 120'000 | 393'643 | 393'643 | 743'702 | 748'182 | 99.84% | 99.84% |
18.12.2014 | 0.62% | 1.67 | 1.68 | 650'000 | 650'000 | 650'000 | 650'000 | 1'040'750 | 1'047'250 | 95.30% | 95.30% |
17.12.2014 | 0.97% | 1.16 | 1.17 | 700'000 | 700'000 | 700'000 | 700'000 | 722'406 | 729'406 | 99.32% | 99.32% |
16.12.2014 | 1.34% | 1.07 | 1.08 | 750'000 | 750'000 | 750'000 | 750'000 | 567'759 | 575'259 | 89.39% | 89.39% |
15.12.2014 | 0.74% | 0.93 | 0.94 | 700'000 | 700'000 | 700'000 | 700'000 | 945'500 | 952'500 | 93.64% | 93.64% |
12.12.2014 | 0.62% | 1.45 | 1.46 | 650'000 | 650'000 | 650'000 | 650'000 | 1'047'520 | 1'054'020 | 98.56% | 98.56% |
11.12.2014 | 0.54% | 1.93 | 1.94 | 650'000 | 650'000 | 650'000 | 650'000 | 1'204'090 | 1'210'590 | 98.94% | 98.94% |
10.12.2014 | 0.52% | 1.83 | 1.84 | 650'000 | 650'000 | 650'000 | 650'000 | 1'246'250 | 1'252'750 | 93.89% | 93.89% |
09.12.2014 | 0.50% | 1.78 | 1.79 | 650'000 | 650'000 | 650'000 | 650'000 | 1'297'820 | 1'304'320 | 99.02% | 99.02% |