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 | - | - |
21.12.2012 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.74% |
20.12.2012 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.45% |
19.12.2012 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.98% |
18.12.2012 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.03% |
17.12.2012 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.08% |
14.12.2012 | 47.14% | 0.01 | 0.02 | 1'000'000 | 100'000 | 998'309 | 998'309 | 19'724 | 31'114 | 85.19% | 92.37% |
13.12.2012 | 87.10% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'430 | 31'581 | 96.69% | 96.89% |
12.12.2012 | 30.43% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 996'980 | 996'959 | 28'613 | 38'621 | 97.03% | 97.03% |
11.12.2012 | 25.84% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 998'918 | 998'919 | 34'274 | 44'264 | 96.85% | 96.85% |