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 | 2.60% | 3.75 | 3.85 | 100'000 | 10'000 | 100'000 | 10'000 | 379'838 | 38'984 | 39.42% | 39.42% |
18.12.2014 | 3.20% | 3.14 | 3.24 | 100'000 | 10'000 | 100'000 | 10'000 | 308'216 | 31'822 | 94.31% | 94.31% |
17.12.2014 | 5.71% | 2.01 | 2.11 | 100'000 | 10'000 | 100'000 | 99'104 | 197'464 | 207'203 | 79.91% | 79.91% |
16.12.2014 | 4.05% | 2.36 | 2.46 | 100'000 | 100'000 | 100'000 | 100'000 | 242'912 | 252'912 | 72.48% | 72.48% |
15.12.2014 | 3.21% | 2.73 | 2.83 | 100'000 | 100'000 | 100'000 | 100'000 | 306'308 | 316'308 | 78.41% | 78.41% |
12.12.2014 | 0.98% | 3.15 | 3.18 | 100'000 | 100'000 | 100'000 | 100'000 | 304'272 | 307'272 | 78.20% | 78.20% |
11.12.2014 | 0.89% | 3.75 | 3.78 | 100'000 | 100'000 | 99'998 | 100'000 | 334'834 | 337'841 | 86.56% | 86.56% |
10.12.2014 | 0.80% | 3.70 | 3.73 | 100'000 | 100'000 | 100'000 | 100'000 | 374'832 | 377'832 | 98.63% | 98.63% |
09.12.2014 | 0.36% | 3.27 | 3.30 | 100'000 | 100'000 | 100'000 | 100'000 | 344'782 | 346'010 | 91.80% | 91.80% |