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 | 13.53% | 0.19 | 0.22 | 150'000 | 150'000 | 150'000 | 150'000 | 31'038 | 35'538 | 98.56% | 98.56% |
18.12.2014 | 15.17% | 0.19 | 0.22 | 150'000 | 150'000 | 150'000 | 150'000 | 27'441 | 31'941 | 100.00% | 100.00% |
17.12.2014 | 18.91% | 0.16 | 0.19 | 150'000 | 150'000 | 150'000 | 150'000 | 21'600 | 26'100 | 99.58% | 99.58% |
16.12.2014 | 15.02% | 0.14 | 0.17 | 150'000 | 150'000 | 150'000 | 150'000 | 17'315 | 20'191 | 98.26% | 98.26% |
15.12.2014 | 7.17% | 0.12 | 0.13 | 150'000 | 150'000 | 150'000 | 150'000 | 20'228 | 21'728 | 98.33% | 98.33% |
12.12.2014 | 6.58% | 0.14 | 0.15 | 150'000 | 150'000 | 150'000 | 150'000 | 22'102 | 23'602 | 99.90% | 99.90% |
11.12.2014 | 5.50% | 0.18 | 0.19 | 150'000 | 150'000 | 150'000 | 150'000 | 26'580 | 28'080 | 98.87% | 98.87% |
10.12.2014 | 5.19% | 0.19 | 0.20 | 150'000 | 150'000 | 150'000 | 150'000 | 28'157 | 29'657 | 97.30% | 97.30% |
09.12.2014 | 4.89% | 0.19 | 0.20 | 150'000 | 150'000 | 150'000 | 150'000 | 29'934 | 31'434 | 99.77% | 99.77% |