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 | - | - | 0.04 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.73% |
18.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.60% |
17.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.66% |
16.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.48% |
15.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.82% |
12.12.2014 | 100.00% | 0.01 | 0.02 | 200'000 | 100'000 | 200'000 | 200'000 | 2'000 | 6'000 | 0.14% | 99.96% |
11.12.2014 | 100.00% | 0.01 | 0.02 | 200'000 | 100'000 | 150'222 | 150'222 | 1'502 | 4'507 | 4.19% | 96.82% |
10.12.2014 | 71.30% | 0.01 | 0.03 | 150'000 | 150'000 | 130'770 | 130'770 | 1'914 | 3'948 | 99.53% | 99.53% |
09.12.2014 | 58.30% | 0.02 | 0.03 | 200'000 | 200'000 | 199'864 | 199'864 | 3'502 | 6'136 | 17.18% | 99.64% |