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 | 6.08% | 0.47 | 0.50 | 20'000 | 20'000 | 20'000 | 20'000 | 9'584 | 10'184 | 98.07% | 98.07% |
18.12.2014 | 5.59% | 0.49 | 0.52 | 20'000 | 20'000 | 20'000 | 20'000 | 10'507 | 11'107 | 96.82% | 96.82% |
17.12.2014 | 7.38% | 0.46 | 0.49 | 20'000 | 20'000 | 20'000 | 20'000 | 8'961 | 9'647 | 99.15% | 99.15% |
16.12.2014 | 9.05% | 0.46 | 0.50 | 20'000 | 20'000 | 20'000 | 20'000 | 8'454 | 9'254 | 98.51% | 98.51% |
15.12.2014 | 9.01% | 0.40 | 0.44 | 20'000 | 20'000 | 45'626 | 45'626 | 19'457 | 21'282 | 98.95% | 98.95% |
12.12.2014 | 8.47% | 0.44 | 0.48 | 50'000 | 50'000 | 50'000 | 50'000 | 22'074 | 24'026 | 98.71% | 98.71% |
11.12.2014 | 11.16% | 0.33 | 0.36 | 50'000 | 50'000 | 50'000 | 50'000 | 12'839 | 14'339 | 98.32% | 98.32% |
10.12.2014 | 11.59% | 0.27 | 0.30 | 50'000 | 50'000 | 50'000 | 50'000 | 12'222 | 13'722 | 97.84% | 97.84% |
09.12.2014 | 13.84% | 0.24 | 0.27 | 50'000 | 50'000 | 50'000 | 50'000 | 10'194 | 11'694 | 99.08% | 99.08% |