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 | 0.38% | 2.47 | 2.48 | 100'000 | 100'000 | 100'000 | 100'000 | 259'995 | 260'995 | 92.76% | 92.76% |
18.12.2014 | 0.43% | 2.39 | 2.40 | 100'000 | 100'000 | 100'000 | 100'000 | 232'434 | 233'434 | 95.36% | 95.36% |
17.12.2014 | 0.58% | 1.87 | 1.88 | 100'000 | 100'000 | 709'530 | 709'530 | 1'226'530 | 1'233'620 | 98.38% | 98.38% |
16.12.2014 | 0.74% | 1.77 | 1.78 | 750'000 | 750'000 | 750'000 | 750'000 | 1'018'580 | 1'026'080 | 97.03% | 97.03% |
15.12.2014 | 0.50% | 1.50 | 1.51 | 750'000 | 750'000 | 750'000 | 750'000 | 1'500'580 | 1'508'080 | 99.57% | 99.57% |
12.12.2014 | 0.44% | 2.10 | 2.11 | 750'000 | 750'000 | 750'000 | 750'000 | 1'714'320 | 1'721'820 | 99.58% | 99.58% |
11.12.2014 | 0.39% | 2.62 | 2.63 | 750'000 | 750'000 | 750'000 | 750'000 | 1'903'590 | 1'911'090 | 99.04% | 99.04% |
10.12.2014 | 0.38% | 2.52 | 2.53 | 750'000 | 750'000 | 750'000 | 750'000 | 1'948'030 | 1'955'530 | 96.26% | 96.26% |
09.12.2014 | 0.37% | 2.45 | 2.46 | 750'000 | 750'000 | 750'000 | 750'000 | 2'005'260 | 2'012'760 | 99.68% | 99.68% |