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 | 0.51% | 2.05 | 2.06 | 300'000 | 300'000 | 299'999 | 300'000 | 588'073 | 591'075 | 98.53% | 98.53% |
17.12.2014 | 0.64% | 1.60 | 1.61 | 300'000 | 300'000 | 300'000 | 300'000 | 468'289 | 471'289 | 96.60% | 96.60% |
16.12.2014 | 0.74% | 1.59 | 1.60 | 300'000 | 300'000 | 300'000 | 300'000 | 405'825 | 408'825 | 96.07% | 96.07% |
15.12.2014 | 0.57% | 1.50 | 1.51 | 300'000 | 300'000 | 300'000 | 300'000 | 528'058 | 531'058 | 97.97% | 97.97% |
12.12.2014 | 0.51% | 1.90 | 1.91 | 300'000 | 300'000 | 300'000 | 300'000 | 582'285 | 585'285 | 88.46% | 88.46% |
11.12.2014 | 0.48% | 2.14 | 2.15 | 300'000 | 300'000 | 300'000 | 300'000 | 623'629 | 626'629 | 98.84% | 98.84% |
10.12.2014 | 0.46% | 2.12 | 2.13 | 300'000 | 300'000 | 300'000 | 300'000 | 644'455 | 647'455 | 99.11% | 99.11% |
09.12.2014 | 0.44% | 2.13 | 2.14 | 300'000 | 300'000 | 300'000 | 300'000 | 680'003 | 683'003 | 98.55% | 98.55% |
08.12.2014 | 0.41% | 2.44 | 2.45 | 300'000 | 300'000 | 300'000 | 300'000 | 730'016 | 733'016 | 99.74% | 99.74% |