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 | - | - |
16.01.2015 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 92.30% |
15.01.2015 | 7.81% | 0.01 | 0.03 | 42'500 | 200'000 | 49'063 | 49'063 | 6'343 | 6'835 | 5.70% | 33.25% |
14.01.2015 | 9.35% | 0.10 | 0.11 | 62'500 | 62'500 | 98'971 | 98'971 | 10'440 | 11'430 | 75.93% | 75.93% |
13.01.2015 | 8.17% | 0.14 | 0.15 | 72'500 | 72'500 | 146'140 | 146'140 | 17'071 | 18'532 | 81.90% | 81.90% |
12.01.2015 | 10.39% | 0.09 | 0.10 | 150'000 | 150'000 | 164'161 | 164'161 | 15'517 | 17'158 | 66.26% | 66.26% |
09.01.2015 | 16.20% | 0.04 | 0.05 | 460'000 | 460'000 | 460'000 | 460'000 | 26'482 | 31'082 | 78.47% | 78.47% |
08.01.2015 | 12.92% | 0.10 | 0.11 | 390'000 | 390'000 | 409'614 | 409'614 | 30'186 | 34'282 | 87.32% | 87.32% |
07.01.2015 | 28.30% | 0.03 | 0.04 | 660'000 | 660'000 | 679'262 | 679'262 | 20'682 | 27'475 | 94.87% | 94.87% |
06.01.2015 | 17.97% | 0.04 | 0.05 | 550'000 | 550'000 | 566'651 | 566'651 | 29'041 | 34'707 | 80.59% | 80.59% |