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 | 7.47% | 0.19 | 0.20 | 500'000 | 500'000 | 500'000 | 500'000 | 96'871 | 104'354 | 100.00% | 100.00% |
18.12.2014 | 18.85% | 0.12 | 0.13 | 500'000 | 500'000 | 500'000 | 500'000 | 37'017 | 44'305 | 98.45% | 100.00% |
17.12.2014 | 33.41% | 0.03 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 19'569 | 27'274 | 100.00% | 100.00% |
16.12.2014 | 69.56% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 5'876 | 11'939 | 81.17% | 100.00% |
15.12.2014 | 25.19% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 28'818 | 36'272 | 99.67% | 99.67% |
12.12.2014 | 12.47% | 0.10 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 58'599 | 66'298 | 100.00% | 100.00% |
11.12.2014 | 8.15% | 0.17 | 0.18 | 500'000 | 500'000 | 500'000 | 500'000 | 79'109 | 85'829 | 100.00% | 100.00% |
10.12.2014 | 7.47% | 0.18 | 0.19 | 500'000 | 500'000 | 500'000 | 500'000 | 91'514 | 98'628 | 100.00% | 100.00% |
09.12.2014 | 7.62% | 0.17 | 0.19 | 500'000 | 500'000 | 500'000 | 500'000 | 105'129 | 113'355 | 99.92% | 99.92% |