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 | 18.71% | 0.07 | 0.09 | 500'000 | 500'000 | 499'492 | 500'000 | 39'202 | 47'354 | 100.00% | 100.00% |
18.12.2014 | 22.60% | 0.06 | 0.07 | 500'000 | 500'000 | 499'866 | 500'000 | 27'944 | 34'976 | 99.94% | 99.94% |
17.12.2014 | 53.83% | 0.02 | 0.04 | 500'000 | 500'000 | 483'956 | 500'000 | 9'254 | 16'636 | 100.00% | 100.00% |
16.12.2014 | 78.94% | 0.02 | 0.04 | 500'000 | 500'000 | 810'503 | 500'000 | 8'471 | 12'519 | 95.80% | 100.00% |
15.12.2014 | 49.22% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 12'708 | 20'627 | 100.00% | 100.00% |
12.12.2014 | 37.93% | 0.03 | 0.05 | 500'000 | 500'000 | 499'377 | 500'000 | 17'603 | 25'672 | 99.95% | 99.95% |
11.12.2014 | 26.41% | 0.05 | 0.07 | 500'000 | 500'000 | 499'328 | 500'000 | 27'225 | 35'481 | 100.00% | 100.00% |
10.12.2014 | 16.17% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 38'163 | 44'770 | 99.97% | 99.97% |
09.12.2014 | 15.99% | 0.08 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 42'640 | 50'091 | 99.99% | 99.99% |