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 | 2.49% | 0.40 | 0.41 | 200'000 | 200'000 | 200'000 | 200'000 | 79'370 | 81'370 | 100.00% | 100.00% |
18.12.2014 | 3.05% | 0.37 | 0.38 | 400'000 | 400'000 | 298'555 | 298'555 | 97'022 | 100'008 | 93.59% | 93.59% |
17.12.2014 | 2.84% | 0.36 | 0.37 | 400'000 | 400'000 | 293'917 | 293'917 | 101'663 | 104'602 | 94.06% | 94.06% |
16.12.2014 | 2.52% | 0.35 | 0.36 | 400'000 | 400'000 | 290'963 | 290'963 | 114'086 | 116'995 | 94.26% | 94.26% |
15.12.2014 | 3.29% | 0.37 | 0.38 | 400'000 | 400'000 | 294'029 | 294'029 | 89'102 | 92'043 | 95.70% | 95.70% |
12.12.2014 | 3.60% | 0.27 | 0.28 | 400'000 | 400'000 | 292'269 | 292'269 | 79'759 | 82'681 | 94.71% | 94.71% |
11.12.2014 | 3.83% | 0.35 | 0.36 | 400'000 | 400'000 | 293'235 | 293'235 | 76'209 | 79'141 | 96.60% | 96.60% |
10.12.2014 | 4.98% | 0.19 | 0.20 | 400'000 | 400'000 | 332'916 | 332'916 | 65'184 | 68'514 | 94.51% | 94.51% |
09.12.2014 | 4.64% | 0.22 | 0.23 | 400'000 | 400'000 | 322'324 | 322'324 | 69'284 | 72'507 | 92.19% | 92.19% |