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 | - | - | 0.02 | 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% | 93.80% |
17.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.92% |
16.12.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 491'672 | 491'672 | 4'917 | 14'750 | 0.49% | 93.03% |
15.12.2014 | 95.40% | 0.01 | 0.02 | 500'000 | 100'000 | 499'601 | 499'601 | 5'379 | 14'988 | 83.41% | 93.56% |
12.12.2014 | 90.82% | 0.02 | 0.03 | 500'000 | 500'000 | 497'336 | 497'336 | 5'738 | 14'920 | 86.57% | 90.60% |
11.12.2014 | 35.86% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 11'945 | 16'949 | 81.07% | 81.07% |
10.12.2014 | 23.59% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 18'920 | 23'920 | 95.00% | 95.00% |
09.12.2014 | 45.82% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 11'104 | 16'962 | 92.75% | 92.75% |