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 | 2.46% | 1.06 | 1.08 | 10'000 | 10'000 | 10'000 | 10'000 | 10'659 | 10'924 | 87.08% | 87.08% |
18.12.2014 | 2.11% | 1.23 | 1.26 | 20'000 | 20'000 | 12'185 | 12'185 | 15'589 | 15'921 | 99.64% | 99.64% |
17.12.2014 | 1.63% | 1.38 | 1.40 | 20'000 | 20'000 | 12'161 | 12'161 | 16'526 | 16'803 | 99.41% | 99.41% |
16.12.2014 | 1.52% | 1.27 | 1.29 | 20'000 | 20'000 | 12'206 | 12'206 | 15'663 | 15'900 | 100.00% | 100.00% |
15.12.2014 | 1.54% | 1.24 | 1.26 | 20'000 | 20'000 | 11'030 | 11'030 | 12'862 | 13'056 | 86.86% | 86.86% |
12.12.2014 | 1.80% | 1.08 | 1.09 | 20'000 | 20'000 | 12'210 | 12'210 | 11'923 | 12'133 | 99.76% | 99.76% |
11.12.2014 | 1.85% | 0.86 | 0.87 | 20'000 | 20'000 | 12'025 | 12'025 | 10'785 | 10'986 | 91.24% | 91.24% |
10.12.2014 | 2.35% | 0.89 | 0.90 | 20'000 | 20'000 | 12'207 | 12'207 | 10'287 | 10'521 | 100.00% | 100.00% |
09.12.2014 | 1.84% | 0.90 | 0.91 | 20'000 | 20'000 | 11'240 | 11'240 | 10'131 | 10'316 | 88.95% | 88.95% |