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 | - | - |
16.12.2014 | 3.92% | 0.55 | 0.57 | 50'000 | 50'000 | 50'000 | 50'000 | 25'038 | 26'038 | 94.94% | 94.94% |
15.12.2014 | 3.42% | 0.54 | 0.56 | 50'000 | 50'000 | 39'740 | 39'740 | 22'752 | 23'547 | 99.17% | 99.17% |
12.12.2014 | 3.15% | 0.61 | 0.63 | 5'000 | 5'000 | 15'231 | 15'233 | 9'554 | 9'860 | 99.53% | 99.53% |
11.12.2014 | 3.07% | 0.66 | 0.68 | 50'000 | 50'000 | 50'000 | 50'000 | 32'050 | 33'050 | 100.00% | 100.00% |
10.12.2014 | 3.09% | 0.64 | 0.66 | 50'000 | 50'000 | 48'411 | 48'411 | 30'881 | 31'849 | 98.75% | 98.75% |
09.12.2014 | 2.98% | 0.64 | 0.66 | 5'000 | 5'000 | 40'870 | 40'870 | 27'226 | 28'044 | 90.31% | 90.31% |
08.12.2014 | 2.90% | 0.68 | 0.70 | 50'000 | 50'000 | 50'000 | 50'000 | 33'977 | 34'977 | 100.00% | 100.00% |
05.12.2014 | 2.98% | 0.68 | 0.70 | 50'000 | 50'000 | 50'000 | 50'000 | 33'024 | 34'024 | 100.00% | 100.00% |
04.12.2014 | 2.95% | 0.65 | 0.67 | 50'000 | 50'000 | 50'000 | 50'000 | 33'366 | 34'366 | 99.73% | 99.73% |