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 | 17.77% | 0.18 | 0.21 | 50'000 | 50'000 | 50'000 | 50'000 | 9'183 | 10'972 | 100.00% | 100.00% |
18.12.2014 | 33.11% | 0.12 | 0.14 | 100'000 | 100'000 | 60'752 | 60'752 | 6'683 | 8'778 | 99.27% | 99.27% |
17.12.2014 | 52.90% | 0.04 | 0.06 | 100'000 | 100'000 | 60'282 | 60'282 | 1'900 | 3'053 | 98.10% | 98.10% |
16.12.2014 | 60.00% | 0.03 | 0.05 | 100'000 | 100'000 | 61'003 | 61'003 | 1'369 | 2'350 | 100.00% | 100.00% |
15.12.2014 | 30.54% | 0.04 | 0.06 | 100'000 | 100'000 | 55'135 | 55'135 | 3'014 | 4'086 | 86.84% | 86.84% |
12.12.2014 | 32.33% | 0.06 | 0.07 | 100'000 | 100'000 | 61'044 | 61'044 | 3'707 | 4'966 | 99.91% | 99.91% |
11.12.2014 | 39.34% | 0.08 | 0.09 | 100'000 | 100'000 | 62'329 | 62'329 | 2'774 | 3'728 | 74.34% | 74.34% |
10.12.2014 | 32.64% | 0.05 | 0.06 | 100'000 | 100'000 | 61'000 | 61'000 | 3'174 | 4'353 | 100.00% | 100.00% |
09.12.2014 | 29.06% | 0.06 | 0.07 | 100'000 | 100'000 | 60'992 | 60'992 | 3'757 | 4'976 | 100.00% | 100.00% |