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 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 93.19% |
18.12.2014 | - | - | 0.02 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 80.82% |
17.12.2014 | - | - | 0.02 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2014 | - | - | 0.02 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 89.41% |
15.12.2014 | - | - | 0.02 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.55% |
12.12.2014 | 98.91% | 0.01 | 0.02 | 150'000 | 150'000 | 150'000 | 150'000 | 1'563 | 4'586 | 74.59% | 100.00% |
11.12.2014 | 63.93% | 0.01 | 0.03 | 150'000 | 150'000 | 150'000 | 150'000 | 3'430 | 6'527 | 100.00% | 100.00% |
10.12.2014 | 41.92% | 0.03 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 6'040 | 9'230 | 100.00% | 100.00% |
09.12.2014 | 41.01% | 0.04 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 6'360 | 9'631 | 99.69% | 99.69% |