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 | 4.16% | 0.95 | 0.99 | 30'000 | 30'000 | 30'000 | 30'000 | 28'631 | 29'846 | 39.43% | 39.43% |
18.12.2014 | 5.28% | 0.95 | 0.98 | 60'000 | 60'000 | 36'558 | 36'558 | 36'057 | 37'819 | 99.72% | 99.72% |
17.12.2014 | 9.44% | 0.78 | 0.81 | 60'000 | 60'000 | 35'496 | 35'496 | 23'950 | 26'016 | 95.40% | 95.40% |
16.12.2014 | 7.01% | 0.68 | 0.70 | 60'000 | 60'000 | 36'621 | 36'621 | 18'003 | 19'191 | 100.00% | 100.00% |
15.12.2014 | 6.05% | 0.56 | 0.58 | 60'000 | 60'000 | 36'377 | 36'377 | 21'407 | 22'637 | 98.90% | 98.90% |
12.12.2014 | 5.71% | 0.60 | 0.61 | 60'000 | 60'000 | 36'628 | 36'628 | 19'185 | 20'213 | 99.95% | 99.95% |
11.12.2014 | 5.64% | 0.63 | 0.64 | 60'000 | 60'000 | 35'688 | 35'688 | 19'162 | 20'157 | 89.68% | 89.68% |
10.12.2014 | 4.77% | 0.66 | 0.68 | 60'000 | 60'000 | 36'568 | 36'567 | 25'310 | 26'486 | 97.91% | 97.91% |
09.12.2014 | 5.34% | 0.49 | 0.51 | 60'000 | 60'000 | 36'610 | 36'610 | 16'771 | 17'664 | 100.00% | 100.00% |