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 | 1.61% | 1.21 | 1.23 | 100'000 | 100'000 | 100'000 | 100'000 | 123'488 | 125'488 | 96.06% | 96.06% |
18.12.2014 | 2.16% | 0.93 | 0.95 | 100'000 | 100'000 | 100'000 | 100'000 | 92'017 | 94'017 | 86.72% | 86.72% |
17.12.2014 | 2.95% | 0.57 | 0.59 | 100'000 | 100'000 | 100'000 | 100'000 | 55'931 | 57'603 | 78.30% | 78.30% |
16.12.2014 | 1.66% | 0.67 | 0.68 | 100'000 | 100'000 | 100'000 | 100'000 | 60'047 | 61'047 | 97.73% | 97.73% |
15.12.2014 | 1.30% | 0.65 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 76'390 | 77'390 | 98.90% | 98.90% |
12.12.2014 | 1.13% | 0.85 | 0.86 | 100'000 | 100'000 | 100'000 | 100'000 | 87'985 | 88'985 | 99.89% | 99.89% |
11.12.2014 | 0.98% | 1.12 | 1.13 | 100'000 | 100'000 | 100'000 | 100'000 | 101'281 | 102'281 | 90.83% | 90.83% |
10.12.2014 | 0.88% | 1.06 | 1.07 | 100'000 | 100'000 | 100'000 | 100'000 | 112'711 | 113'711 | 100.00% | 100.00% |
09.12.2014 | 0.88% | 1.04 | 1.05 | 100'000 | 100'000 | 100'000 | 100'000 | 113'432 | 114'432 | 100.00% | 100.00% |