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 | 57.31% | 0.03 | 0.05 | 30'000 | 30'000 | 29'999 | 30'000 | 972 | 1'747 | 22.51% | 86.99% |
18.12.2014 | - | - | 0.03 | 0 | 60'000 | 0 | 0 | 0 | 0 | 0.00% | 88.97% |
17.12.2014 | - | - | 0.03 | 0 | 60'000 | 0 | 0 | 0 | 0 | 0.00% | 81.86% |
16.12.2014 | - | - | 0.03 | 0 | 60'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2014 | 100.00% | 0.01 | 0.03 | 60'000 | 60'000 | 35'747 | 35'747 | 357 | 1'072 | 96.11% | 98.90% |
12.12.2014 | 100.00% | 0.01 | 0.03 | 60'000 | 60'000 | 31'538 | 31'538 | 315 | 946 | 82.00% | 99.81% |
11.12.2014 | 100.00% | 0.01 | 0.03 | 60'000 | 60'000 | 34'619 | 34'619 | 346 | 1'039 | 66.19% | 73.23% |
10.12.2014 | 100.00% | 0.01 | 0.03 | 60'000 | 60'000 | 36'603 | 36'603 | 366 | 1'098 | 100.00% | 100.00% |
09.12.2014 | 100.00% | 0.01 | 0.03 | 60'000 | 60'000 | 36'606 | 36'606 | 366 | 1'098 | 100.00% | 100.00% |