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 | 12.55% | 3.24 | 3.70 | 10'000 | 10'000 | 10'000 | 10'000 | 32'737 | 37'125 | 87.25% | 87.25% |
18.12.2014 | 10.66% | 3.15 | 3.18 | 20'000 | 20'000 | 11'862 | 11'862 | 35'946 | 39'396 | 95.74% | 95.74% |
17.12.2014 | 12.63% | 2.36 | 2.39 | 20'000 | 20'000 | 12'010 | 12'010 | 27'841 | 31'052 | 97.53% | 97.53% |
16.12.2014 | 12.61% | 2.51 | 2.54 | 20'000 | 20'000 | 11'380 | 11'380 | 26'469 | 29'673 | 90.39% | 90.39% |
15.12.2014 | 10.31% | 2.43 | 2.46 | 20'000 | 20'000 | 12'118 | 12'118 | 30'649 | 33'520 | 98.86% | 98.86% |
12.12.2014 | 10.84% | 3.05 | 3.08 | 20'000 | 20'000 | 10'941 | 10'941 | 31'812 | 35'171 | 85.98% | 85.98% |
11.12.2014 | 11.11% | 3.34 | 3.37 | 20'000 | 20'000 | 11'897 | 11'897 | 36'428 | 40'002 | 89.63% | 89.63% |
10.12.2014 | 7.87% | 3.29 | 3.33 | 20'000 | 20'000 | 12'199 | 12'199 | 39'222 | 41'949 | 100.00% | 100.00% |
09.12.2014 | 8.04% | 3.08 | 3.11 | 20'000 | 20'000 | 12'201 | 12'201 | 36'688 | 39'330 | 99.95% | 99.95% |