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 | - | 0.01 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 53.99% |
18.12.2014 | 3.51% | 0.76 | 0.79 | 200'000 | 200'000 | 199'835 | 199'997 | 122'451 | 126'831 | 99.75% | 99.75% |
17.12.2014 | 8.78% | 0.20 | 0.22 | 200'000 | 200'000 | 200'000 | 199'996 | 44'566 | 48'565 | 91.24% | 91.24% |
16.12.2014 | 12.23% | 0.38 | 0.40 | 200'000 | 200'000 | 199'958 | 199'961 | 33'426 | 37'419 | 100.00% | 100.00% |
15.12.2014 | 5.02% | 0.36 | 0.39 | 200'000 | 200'000 | 199'979 | 199'933 | 120'196 | 126'118 | 95.72% | 95.73% |
12.12.2014 | 2.00% | 0.88 | 0.90 | 200'000 | 200'000 | 199'988 | 199'992 | 192'687 | 196'562 | 99.92% | 99.92% |
11.12.2014 | 1.47% | 1.26 | 1.27 | 200'000 | 200'000 | 199'988 | 199'977 | 222'349 | 225'564 | 99.66% | 99.67% |
10.12.2014 | 1.85% | 1.07 | 1.09 | 200'000 | 200'000 | 200'000 | 200'000 | 214'518 | 218'518 | 74.77% | 74.77% |
09.12.2014 | 1.24% | 1.16 | 1.18 | 200'000 | 200'000 | 199'916 | 199'956 | 267'093 | 270'491 | 82.89% | 82.89% |