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 | 2.35% | 0.82 | 0.84 | 100'000 | 100'000 | 100'000 | 100'000 | 84'240 | 86'240 | 96.06% | 96.06% |
18.12.2014 | 3.72% | 0.54 | 0.56 | 100'000 | 100'000 | 100'000 | 100'000 | 53'123 | 55'123 | 83.57% | 83.57% |
17.12.2014 | 6.89% | 0.23 | 0.25 | 100'000 | 100'000 | 100'000 | 100'000 | 23'649 | 25'316 | 77.14% | 77.14% |
16.12.2014 | 3.63% | 0.32 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 27'564 | 28'564 | 97.56% | 97.56% |
15.12.2014 | 2.33% | 0.32 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 42'692 | 43'692 | 98.92% | 98.92% |
12.12.2014 | 1.87% | 0.50 | 0.51 | 100'000 | 100'000 | 100'000 | 100'000 | 53'197 | 54'197 | 99.89% | 99.89% |
11.12.2014 | 1.53% | 0.75 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 65'294 | 66'294 | 91.06% | 91.06% |
10.12.2014 | 1.33% | 0.69 | 0.70 | 100'000 | 100'000 | 100'000 | 100'000 | 75'119 | 76'119 | 100.00% | 100.00% |
09.12.2014 | 1.31% | 0.67 | 0.68 | 100'000 | 100'000 | 100'000 | 100'000 | 75'976 | 76'976 | 100.00% | 100.00% |