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 | - | - |
17.12.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.12.2014 | 11.30% | 0.05 | 0.06 | 300'000 | 300'000 | 299'759 | 299'940 | 25'514 | 28'527 | 2.55% | 2.55% |
15.12.2014 | 3.05% | 0.10 | 0.11 | 300'000 | 300'000 | 297'943 | 298'767 | 106'972 | 110'327 | 97.17% | 97.42% |
12.12.2014 | 1.84% | 0.50 | 0.51 | 300'000 | 300'000 | 300'000 | 299'992 | 162'284 | 165'278 | 88.49% | 88.49% |
11.12.2014 | 1.47% | 0.74 | 0.75 | 300'000 | 300'000 | 298'565 | 298'539 | 202'618 | 205'583 | 98.66% | 98.69% |
10.12.2014 | 1.33% | 0.72 | 0.73 | 300'000 | 300'000 | 299'134 | 298'714 | 223'748 | 226'416 | 97.59% | 97.72% |
09.12.2014 | 1.16% | 0.73 | 0.74 | 300'000 | 300'000 | 299'425 | 299'635 | 259'417 | 262'596 | 97.99% | 98.15% |
08.12.2014 | 0.96% | 1.04 | 1.05 | 300'000 | 300'000 | 299'481 | 299'268 | 309'447 | 312'220 | 99.14% | 99.14% |
05.12.2014 | 1.01% | 1.05 | 1.06 | 300'000 | 300'000 | 299'261 | 298'986 | 296'182 | 298'911 | 98.72% | 98.79% |