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 | 9.25% | 0.35 | 0.39 | 30'000 | 30'000 | 30'000 | 30'000 | 10'407 | 11'416 | 86.99% | 86.99% |
18.12.2014 | 28.28% | 0.17 | 0.19 | 60'000 | 60'000 | 36'085 | 36'087 | 4'002 | 4'981 | 97.75% | 97.75% |
17.12.2014 | 48.35% | 0.02 | 0.05 | 60'000 | 60'000 | 36'224 | 36'225 | 1'149 | 1'899 | 98.33% | 98.33% |
16.12.2014 | 14.18% | 0.08 | 0.09 | 60'000 | 60'000 | 36'594 | 36'603 | 4'279 | 4'927 | 100.00% | 100.00% |
15.12.2014 | 5.11% | 0.24 | 0.25 | 60'000 | 60'000 | 33'063 | 33'065 | 8'794 | 9'255 | 86.79% | 86.79% |
12.12.2014 | 8.42% | 0.30 | 0.31 | 60'000 | 60'000 | 36'631 | 36'631 | 8'811 | 9'488 | 99.84% | 99.84% |
11.12.2014 | 10.56% | 0.19 | 0.21 | 60'000 | 60'000 | 30'646 | 30'642 | 6'999 | 7'773 | 74.32% | 74.32% |
10.12.2014 | 7.32% | 0.30 | 0.31 | 60'000 | 60'000 | 36'609 | 36'609 | 11'055 | 11'861 | 100.00% | 100.00% |
09.12.2014 | 7.27% | 0.29 | 0.31 | 60'000 | 60'000 | 36'836 | 36'830 | 10'991 | 11'761 | 96.90% | 96.90% |