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 | 5.82% | 1.79 | 1.90 | 100'000 | 10'000 | 100'000 | 10'000 | 183'581 | 19'458 | 39.43% | 39.43% |
18.12.2014 | 9.25% | 1.18 | 1.29 | 100'000 | 10'000 | 100'000 | 10'000 | 114'197 | 12'515 | 94.28% | 94.28% |
17.12.2014 | 17.45% | 0.38 | 0.48 | 100'000 | 10'000 | 99'302 | 98'386 | 36'276 | 42'590 | 81.55% | 81.87% |
16.12.2014 | 13.90% | 0.63 | 0.73 | 100'000 | 100'000 | 100'000 | 100'000 | 69'170 | 79'170 | 72.49% | 72.49% |
15.12.2014 | 7.78% | 0.94 | 1.04 | 100'000 | 100'000 | 100'000 | 100'000 | 124'144 | 134'144 | 78.45% | 78.45% |
12.12.2014 | 2.37% | 1.26 | 1.28 | 100'000 | 60'000 | 100'000 | 99'967 | 125'839 | 128'797 | 78.56% | 78.79% |
11.12.2014 | 1.95% | 1.88 | 1.91 | 100'000 | 100'000 | 99'995 | 100'000 | 153'415 | 156'422 | 86.55% | 86.55% |
10.12.2014 | 1.60% | 1.82 | 1.85 | 100'000 | 100'000 | 100'000 | 100'000 | 186'163 | 189'162 | 98.62% | 98.62% |
09.12.2014 | 0.81% | 1.45 | 1.48 | 100'000 | 100'000 | 100'000 | 99'995 | 157'391 | 158'640 | 93.27% | 93.27% |