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 | 40.00% | 0.04 | 0.06 | 30'000 | 30'000 | 30'000 | 30'000 | 1'200 | 1'800 | 22.47% | 86.98% |
18.12.2014 | 56.16% | 0.01 | 0.03 | 60'000 | 60'000 | 35'493 | 35'493 | 1'156 | 2'002 | 95.39% | 98.20% |
17.12.2014 | 13.95% | 0.20 | 0.22 | 60'000 | 60'000 | 36'041 | 36'041 | 6'482 | 7'416 | 97.58% | 97.58% |
16.12.2014 | 20.35% | 0.10 | 0.12 | 60'000 | 60'000 | 36'603 | 36'603 | 3'046 | 3'580 | 100.00% | 100.00% |
15.12.2014 | 26.38% | 0.03 | 0.04 | 60'000 | 60'000 | 36'303 | 36'303 | 1'275 | 1'668 | 98.65% | 98.65% |
12.12.2014 | 26.11% | 0.03 | 0.05 | 60'000 | 60'000 | 36'622 | 36'628 | 1'709 | 2'212 | 99.84% | 99.84% |
11.12.2014 | 42.88% | 0.05 | 0.06 | 60'000 | 60'000 | 30'646 | 30'641 | 960 | 1'482 | 74.32% | 74.32% |
10.12.2014 | 40.27% | 0.02 | 0.04 | 60'000 | 60'000 | 36'609 | 36'609 | 894 | 1'306 | 100.00% | 100.00% |
09.12.2014 | 31.24% | 0.03 | 0.04 | 60'000 | 60'000 | 36'835 | 36'835 | 1'138 | 1'562 | 96.90% | 96.90% |