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 | 0.03 | 750'000 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 89.06% |
18.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 95.36% |
17.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.34% |
16.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.04% |
15.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.56% |
12.12.2014 | 55.81% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 15'479 | 25'530 | 78.98% | 80.15% |
11.12.2014 | 17.73% | 0.06 | 0.07 | 750'000 | 750'000 | 749'999 | 750'000 | 39'382 | 46'882 | 98.68% | 98.68% |
10.12.2014 | 14.18% | 0.05 | 0.06 | 750'000 | 750'000 | 749'998 | 750'000 | 50'131 | 57'632 | 95.72% | 95.72% |
09.12.2014 | 12.35% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 749'998 | 58'882 | 66'381 | 98.20% | 98.20% |