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 | 7.17% | 0.26 | 0.28 | 300'000 | 300'000 | 299'998 | 300'000 | 80'705 | 86'706 | 100.00% | 100.00% |
18.12.2014 | 9.06% | 0.23 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 63'705 | 69'705 | 100.00% | 100.00% |
17.12.2014 | 14.23% | 0.14 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 39'261 | 45'261 | 100.00% | 100.00% |
16.12.2014 | 19.00% | 0.15 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 29'651 | 35'651 | 100.00% | 100.00% |
15.12.2014 | 14.02% | 0.09 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 40'221 | 46'221 | 99.89% | 99.89% |
12.12.2014 | 12.86% | 0.14 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 43'721 | 49'721 | 100.00% | 100.00% |
11.12.2014 | 11.97% | 0.18 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 47'376 | 53'376 | 100.00% | 100.00% |
10.12.2014 | 9.25% | 0.19 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 61'966 | 67'966 | 100.00% | 100.00% |
09.12.2014 | 8.88% | 0.19 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 65'095 | 71'095 | 100.00% | 100.00% |