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 | 0.69% | 1.54 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 145'479 | 146'479 | 84.82% | 84.82% |
17.12.2014 | 0.94% | 1.10 | 1.11 | 100'000 | 100'000 | 474'844 | 474'844 | 501'967 | 506'716 | 97.85% | 97.85% |
16.12.2014 | 1.16% | 1.07 | 1.08 | 500'000 | 500'000 | 500'000 | 500'000 | 432'511 | 437'511 | 92.59% | 92.59% |
15.12.2014 | 0.79% | 1.04 | 1.05 | 500'000 | 500'000 | 500'000 | 500'000 | 634'540 | 639'540 | 95.72% | 95.72% |
12.12.2014 | 0.69% | 1.41 | 1.42 | 500'000 | 500'000 | 500'000 | 500'000 | 727'286 | 732'286 | 98.13% | 98.13% |
11.12.2014 | 0.63% | 1.64 | 1.65 | 500'000 | 500'000 | 500'000 | 500'000 | 793'974 | 798'974 | 98.35% | 98.35% |
10.12.2014 | 0.60% | 1.63 | 1.64 | 500'000 | 500'000 | 500'000 | 500'000 | 828'280 | 833'280 | 89.06% | 89.06% |
09.12.2014 | 0.56% | 1.64 | 1.65 | 500'000 | 500'000 | 500'000 | 500'000 | 887'187 | 892'187 | 98.88% | 98.88% |