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 | 3.49% | 2.77 | 2.87 | 100'000 | 10'000 | 100'000 | 10'000 | 281'934 | 29'193 | 39.47% | 39.47% |
18.12.2014 | 4.64% | 2.16 | 2.26 | 100'000 | 10'000 | 100'000 | 10'000 | 211'319 | 22'132 | 94.33% | 94.33% |
17.12.2014 | 10.34% | 1.12 | 1.22 | 100'000 | 10'000 | 100'000 | 99'098 | 106'737 | 117'320 | 79.38% | 79.38% |
16.12.2014 | 6.43% | 1.45 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 151'934 | 161'934 | 72.47% | 72.47% |
15.12.2014 | 4.59% | 1.80 | 1.90 | 100'000 | 100'000 | 100'000 | 100'000 | 213'087 | 223'087 | 78.40% | 78.40% |
12.12.2014 | 1.39% | 2.23 | 2.26 | 100'000 | 100'000 | 100'000 | 100'000 | 214'027 | 217'027 | 78.23% | 78.23% |
11.12.2014 | 1.23% | 2.82 | 2.85 | 100'000 | 100'000 | 100'000 | 100'000 | 243'797 | 246'797 | 86.66% | 86.66% |
10.12.2014 | 1.06% | 2.76 | 2.79 | 100'000 | 100'000 | 100'000 | 100'000 | 280'357 | 283'357 | 98.58% | 98.58% |
09.12.2014 | 0.51% | 2.34 | 2.37 | 100'000 | 100'000 | 100'000 | 100'000 | 249'709 | 250'967 | 93.37% | 93.37% |