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 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.21% |
17.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.84% |
16.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.90% |
15.12.2014 | 68.17% | 0.01 | 0.03 | 500'000 | 500'000 | 499'180 | 499'180 | 7'664 | 15'000 | 97.81% | 97.81% |
12.12.2014 | 38.04% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 11'153 | 16'223 | 93.84% | 93.84% |
11.12.2014 | 21.12% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 21'364 | 26'364 | 96.33% | 96.33% |
10.12.2014 | 14.03% | 0.05 | 0.06 | 500'000 | 500'000 | 499'431 | 499'431 | 33'498 | 38'493 | 92.12% | 92.12% |
09.12.2014 | 28.29% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 15'233 | 20'233 | 87.63% | 87.63% |