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 | 7.16% | 0.25 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 81'025 | 87'025 | 99.20% | 99.20% |
18.12.2014 | 7.65% | 0.25 | 0.27 | 300'000 | 300'000 | 299'760 | 300'000 | 75'369 | 81'429 | 100.00% | 100.00% |
17.12.2014 | 9.31% | 0.21 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 61'494 | 67'494 | 100.00% | 100.00% |
16.12.2014 | 7.37% | 0.21 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 58'419 | 62'957 | 100.00% | 100.00% |
15.12.2014 | 8.14% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 70'218 | 76'168 | 99.91% | 99.91% |
12.12.2014 | 7.63% | 0.24 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 75'629 | 81'629 | 100.00% | 100.00% |
11.12.2014 | 7.00% | 0.28 | 0.30 | 300'000 | 300'000 | 300'000 | 300'000 | 82'776 | 88'776 | 100.00% | 100.00% |
10.12.2014 | 6.55% | 0.29 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 88'577 | 94'577 | 100.00% | 100.00% |
09.12.2014 | 6.34% | 0.29 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 91'811 | 97'811 | 100.00% | 100.00% |