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 | 95.77% | 0.01 | 0.06 | 750'000 | 750'000 | 749'130 | 749'036 | 18'657 | 49'510 | 72.55% | 86.69% |
18.12.2014 | 56.65% | 0.07 | 0.10 | 730'000 | 750'000 | 749'909 | 749'586 | 29'474 | 49'874 | 88.01% | 88.01% |
17.12.2014 | 7.55% | 0.13 | 0.14 | 750'000 | 750'000 | 750'000 | 749'963 | 96'510 | 104'004 | 85.89% | 85.89% |
16.12.2014 | 24.85% | 0.14 | 0.15 | 727'778 | 750'000 | 749'096 | 749'999 | 41'186 | 49'399 | 80.23% | 81.37% |
15.12.2014 | - | - | 0.02 | 0 | 77'778 | 0 | 0 | 0 | 0 | 0.00% | 99.81% |
12.12.2014 | 99.93% | 0.01 | 0.03 | 750'000 | 750'000 | 749'697 | 749'697 | 7'505 | 22'491 | 77.51% | 88.25% |
11.12.2014 | 38.76% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 16'792 | 24'522 | 98.52% | 98.52% |
10.12.2014 | 30.20% | 0.02 | 0.03 | 750'000 | 750'000 | 749'146 | 749'146 | 21'420 | 28'912 | 92.58% | 92.58% |
09.12.2014 | 15.80% | 0.03 | 0.04 | 750'000 | 750'000 | 748'369 | 748'369 | 48'870 | 56'354 | 99.12% | 99.12% |