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 | - | - |
18.12.2014 | 2.24% | 0.94 | 0.96 | 100'000 | 100'000 | 98'712 | 98'712 | 89'452 | 91'452 | 99.92% | 99.92% |
17.12.2014 | 3.18% | 0.69 | 0.71 | 100'000 | 100'000 | 100'000 | 100'000 | 62'038 | 64'038 | 100.00% | 100.00% |
16.12.2014 | 4.28% | 0.64 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 46'371 | 48'371 | 100.00% | 100.00% |
15.12.2014 | 2.62% | 0.53 | 0.55 | 100'000 | 100'000 | 100'000 | 100'000 | 75'893 | 77'893 | 98.96% | 98.96% |
12.12.2014 | 2.20% | 0.81 | 0.83 | 100'000 | 100'000 | 100'000 | 100'000 | 89'823 | 91'823 | 100.00% | 100.00% |
11.12.2014 | 1.97% | 1.06 | 1.08 | 100'000 | 100'000 | 99'276 | 99'276 | 101'358 | 103'358 | 100.00% | 100.00% |
10.12.2014 | 1.88% | 1.01 | 1.03 | 100'000 | 100'000 | 100'000 | 100'000 | 105'194 | 107'194 | 99.97% | 99.97% |
09.12.2014 | 2.04% | 0.98 | 1.00 | 100'000 | 100'000 | 85'169 | 85'169 | 91'898 | 93'683 | 99.78% | 99.78% |
08.12.2014 | 0.79% | 1.24 | 1.25 | 100'000 | 100'000 | 98'010 | 98'010 | 123'521 | 124'501 | 99.98% | 99.98% |