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 | 5.60% | 0.35 | 0.37 | 100'000 | 100'000 | 100'000 | 100'000 | 34'698 | 36'698 | 95.88% | 95.88% |
18.12.2014 | 6.47% | 0.31 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 29'982 | 31'982 | 99.39% | 99.39% |
17.12.2014 | 7.20% | 0.27 | 0.29 | 100'000 | 100'000 | 100'000 | 100'000 | 26'797 | 28'797 | 100.00% | 100.00% |
16.12.2014 | 10.07% | 0.26 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 22'680 | 25'074 | 99.55% | 99.55% |
15.12.2014 | 10.76% | 0.23 | 0.26 | 100'000 | 100'000 | 100'000 | 100'000 | 26'435 | 29'435 | 99.99% | 99.99% |
12.12.2014 | 11.10% | 0.25 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 25'535 | 28'535 | 99.66% | 99.66% |
11.12.2014 | 10.27% | 0.28 | 0.31 | 100'000 | 100'000 | 100'000 | 100'000 | 27'718 | 30'718 | 100.00% | 100.00% |
10.12.2014 | 9.45% | 0.30 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 30'262 | 33'262 | 100.00% | 100.00% |
09.12.2014 | 9.68% | 0.29 | 0.32 | 100'000 | 100'000 | 100'000 | 100'000 | 29'511 | 32'511 | 100.00% | 100.00% |