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 | 11.94% | 0.23 | 0.26 | 20'000 | 20'000 | 20'000 | 20'000 | 4'748 | 5'348 | 98.76% | 98.76% |
18.12.2014 | 10.28% | 0.25 | 0.28 | 20'000 | 20'000 | 20'000 | 20'000 | 5'687 | 6'287 | 97.57% | 97.57% |
17.12.2014 | 15.10% | 0.22 | 0.25 | 20'000 | 20'000 | 20'000 | 20'000 | 4'216 | 4'902 | 98.80% | 98.80% |
16.12.2014 | 19.13% | 0.23 | 0.27 | 20'000 | 20'000 | 20'000 | 20'000 | 3'800 | 4'600 | 99.22% | 99.22% |
15.12.2014 | 19.86% | 0.17 | 0.21 | 20'000 | 20'000 | 45'606 | 45'606 | 8'337 | 10'162 | 98.96% | 98.96% |
12.12.2014 | 17.68% | 0.20 | 0.24 | 50'000 | 50'000 | 50'000 | 50'000 | 10'114 | 12'067 | 98.55% | 98.55% |
11.12.2014 | 32.74% | 0.12 | 0.15 | 100'000 | 100'000 | 100'000 | 100'000 | 7'905 | 10'905 | 98.68% | 98.68% |
10.12.2014 | 33.78% | 0.09 | 0.12 | 100'000 | 100'000 | 100'000 | 100'000 | 7'427 | 10'427 | 98.08% | 98.08% |
09.12.2014 | 41.07% | 0.08 | 0.11 | 100'000 | 100'000 | 99'745 | 99'745 | 5'910 | 8'902 | 99.08% | 99.08% |