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 | - | - |
18.12.2014 | 0.44% | 2.35 | 2.36 | 300'000 | 300'000 | 300'000 | 300'000 | 678'050 | 681'050 | 98.53% | 98.53% |
17.12.2014 | 0.54% | 1.90 | 1.91 | 300'000 | 300'000 | 300'000 | 300'000 | 558'274 | 561'274 | 96.57% | 96.57% |
16.12.2014 | 0.60% | 1.89 | 1.90 | 300'000 | 300'000 | 300'000 | 300'000 | 495'836 | 498'836 | 96.15% | 96.15% |
15.12.2014 | 0.49% | 1.80 | 1.81 | 300'000 | 300'000 | 300'000 | 300'000 | 618'054 | 621'054 | 97.98% | 97.98% |
12.12.2014 | 0.45% | 2.20 | 2.21 | 300'000 | 300'000 | 300'000 | 300'000 | 672'272 | 675'272 | 88.42% | 88.42% |
11.12.2014 | 0.42% | 2.44 | 2.45 | 300'000 | 300'000 | 300'000 | 300'000 | 713'625 | 716'625 | 98.77% | 98.77% |
10.12.2014 | 0.41% | 2.42 | 2.43 | 300'000 | 300'000 | 300'000 | 300'000 | 734'454 | 737'454 | 99.13% | 99.13% |
09.12.2014 | 0.39% | 2.43 | 2.44 | 300'000 | 300'000 | 300'000 | 300'000 | 769'993 | 772'993 | 98.58% | 98.58% |
08.12.2014 | 0.37% | 2.74 | 2.75 | 300'000 | 300'000 | 300'000 | 300'000 | 820'017 | 823'017 | 99.75% | 99.75% |