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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2014 | 0.44% | 2.34 | 2.35 | 100'000 | 100'000 | 100'000 | 100'000 | 225'480 | 226'480 | 84.82% | 84.82% |
17.12.2014 | 0.54% | 1.90 | 1.91 | 100'000 | 100'000 | 474'658 | 474'658 | 881'434 | 886'181 | 97.14% | 97.14% |
16.12.2014 | 0.60% | 1.87 | 1.88 | 500'000 | 500'000 | 500'000 | 500'000 | 827'271 | 832'271 | 92.51% | 92.51% |
15.12.2014 | 0.48% | 1.82 | 1.83 | 500'000 | 500'000 | 500'000 | 500'000 | 1'032'240 | 1'037'240 | 94.90% | 94.90% |
12.12.2014 | 0.45% | 2.19 | 2.20 | 500'000 | 500'000 | 500'000 | 500'000 | 1'120'220 | 1'125'220 | 97.94% | 97.94% |
11.12.2014 | 0.42% | 2.43 | 2.44 | 500'000 | 500'000 | 500'000 | 500'000 | 1'188'840 | 1'193'840 | 98.34% | 98.34% |
10.12.2014 | 0.41% | 2.42 | 2.43 | 500'000 | 500'000 | 500'000 | 500'000 | 1'224'820 | 1'229'820 | 88.25% | 88.25% |
09.12.2014 | 0.39% | 2.43 | 2.44 | 500'000 | 500'000 | 500'000 | 500'000 | 1'284'540 | 1'289'540 | 98.85% | 98.85% |