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 | 2.55% | 0.39 | 0.40 | 50'000 | 50'000 | 50'000 | 50'000 | 19'372 | 19'872 | 87.61% | 87.61% |
18.12.2014 | 2.21% | 0.43 | 0.44 | 50'000 | 50'000 | 50'000 | 50'000 | 22'533 | 23'033 | 91.03% | 91.03% |
17.12.2014 | 1.67% | 0.56 | 0.57 | 50'000 | 50'000 | 50'000 | 50'000 | 29'656 | 30'156 | 91.69% | 91.69% |
16.12.2014 | 1.48% | 0.62 | 0.63 | 50'000 | 50'000 | 50'000 | 50'000 | 33'684 | 34'184 | 87.53% | 87.53% |
15.12.2014 | 1.60% | 0.70 | 0.71 | 50'000 | 50'000 | 50'000 | 50'000 | 31'152 | 31'652 | 95.83% | 95.83% |
12.12.2014 | 1.58% | 0.65 | 0.66 | 50'000 | 50'000 | 50'000 | 50'000 | 31'374 | 31'874 | 85.42% | 85.42% |
11.12.2014 | 1.65% | 0.58 | 0.59 | 50'000 | 50'000 | 50'000 | 50'000 | 30'049 | 30'549 | 85.20% | 85.20% |
10.12.2014 | 1.48% | 0.71 | 0.72 | 50'000 | 50'000 | 50'000 | 50'000 | 33'538 | 34'038 | 89.54% | 89.54% |
09.12.2014 | 1.83% | 0.56 | 0.57 | 50'000 | 50'000 | 50'000 | 50'000 | 27'177 | 27'677 | 85.74% | 85.74% |