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 | 12.79% | 0.74 | 0.82 | 10'000 | 10'000 | 10'000 | 10'000 | 7'008 | 7'959 | 86.77% | 86.77% |
18.12.2014 | 19.62% | 0.56 | 0.59 | 20'000 | 20'000 | 12'187 | 12'187 | 6'266 | 7'405 | 99.64% | 99.64% |
17.12.2014 | 26.30% | 0.29 | 0.31 | 20'000 | 20'000 | 12'145 | 12'145 | 3'250 | 4'105 | 99.20% | 99.20% |
16.12.2014 | 21.53% | 0.36 | 0.37 | 20'000 | 20'000 | 12'200 | 12'200 | 4'358 | 5'302 | 100.00% | 100.00% |
15.12.2014 | 15.83% | 0.40 | 0.42 | 20'000 | 20'000 | 11'074 | 11'074 | 4'545 | 5'268 | 87.30% | 87.30% |
12.12.2014 | 12.65% | 0.59 | 0.60 | 20'000 | 20'000 | 12'211 | 12'211 | 7'643 | 8'532 | 99.88% | 99.88% |
11.12.2014 | 13.73% | 0.76 | 0.77 | 20'000 | 20'000 | 11'837 | 11'837 | 7'477 | 8'374 | 89.19% | 89.19% |
10.12.2014 | 8.26% | 0.74 | 0.75 | 20'000 | 20'000 | 12'205 | 12'205 | 9'035 | 9'720 | 100.00% | 100.00% |
09.12.2014 | 12.63% | 0.70 | 0.71 | 20'000 | 20'000 | 12'200 | 12'200 | 8'192 | 9'141 | 100.00% | 100.00% |