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 | 13.22% | 0.69 | 0.79 | 10'000 | 10'000 | 10'000 | 10'000 | 7'068 | 8'068 | 100.00% | 100.00% |
18.12.2014 | 23.75% | 0.35 | 0.45 | 10'000 | 10'000 | 10'000 | 10'000 | 3'752 | 4'752 | 93.52% | 93.52% |
17.12.2014 | 37.56% | 0.09 | 0.12 | 10'000 | 10'000 | 91'427 | 91'427 | 7'064 | 10'462 | 74.59% | 75.14% |
16.12.2014 | 36.05% | 0.15 | 0.20 | 100'000 | 100'000 | 100'000 | 100'000 | 12'113 | 17'113 | 99.08% | 99.08% |
15.12.2014 | 4.82% | 0.19 | 0.24 | 100'000 | 100'000 | 100'000 | 100'000 | 28'987 | 30'318 | 98.56% | 99.38% |
12.12.2014 | 2.70% | 0.32 | 0.32 | 100'000 | 100'000 | 100'000 | 100'000 | 36'620 | 37'620 | 97.50% | 97.96% |
11.12.2014 | 2.13% | 0.57 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 46'930 | 47'930 | 91.18% | 91.18% |
10.12.2014 | 1.71% | 0.53 | 0.54 | 100'000 | 100'000 | 100'000 | 100'000 | 58'349 | 59'349 | 98.95% | 98.95% |
09.12.2014 | 1.85% | 0.48 | 0.49 | 100'000 | 100'000 | 100'000 | 100'000 | 53'847 | 54'847 | 94.96% | 95.61% |