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 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 12.13% | 95.51% |
18.12.2014 | 66.70% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'001 | 99.88% | 100.00% |
17.12.2014 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 30.08% | 100.00% |
16.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.82% |
15.12.2014 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 77.23% | 99.75% |
12.12.2014 | 44.89% | 0.01 | 0.03 | 100'000 | 100'000 | 99'895 | 99'895 | 2'082 | 3'187 | 100.00% | 100.00% |
11.12.2014 | 19.33% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 4'943 | 5'995 | 100.00% | 100.00% |
10.12.2014 | 18.81% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 4'868 | 5'871 | 100.00% | 100.00% |
09.12.2014 | 17.75% | 0.04 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 6'456 | 7'689 | 99.42% | 99.42% |