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 | - | 0.31 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 53.99% |
18.12.2014 | 1.30% | 1.81 | 1.84 | 200'000 | 200'000 | 200'000 | 200'000 | 327'825 | 332'118 | 99.75% | 99.75% |
17.12.2014 | 1.93% | 0.99 | 1.01 | 200'000 | 200'000 | 200'000 | 200'000 | 206'223 | 210'223 | 91.24% | 91.24% |
16.12.2014 | 2.48% | 1.22 | 1.24 | 200'000 | 200'000 | 200'000 | 200'000 | 161'915 | 165'915 | 100.00% | 100.00% |
15.12.2014 | 2.03% | 1.18 | 1.21 | 200'000 | 200'000 | 199'999 | 199'955 | 293'664 | 299'542 | 95.73% | 95.73% |
12.12.2014 | 1.01% | 1.81 | 1.83 | 200'000 | 200'000 | 200'000 | 200'000 | 381'393 | 385'264 | 99.92% | 99.92% |
11.12.2014 | 0.48% | 2.23 | 2.24 | 200'000 | 200'000 | 199'984 | 199'989 | 416'064 | 418'074 | 99.68% | 99.68% |
10.12.2014 | 0.98% | 2.03 | 2.05 | 200'000 | 200'000 | 200'000 | 200'000 | 405'827 | 409'827 | 74.78% | 74.78% |
09.12.2014 | 0.72% | 2.12 | 2.14 | 200'000 | 200'000 | 200'000 | 200'000 | 462'669 | 466'017 | 82.88% | 82.88% |