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 | 12.17% | 0.04 | 0.06 | 150'000 | 150'000 | 472'695 | 472'695 | 80'799 | 86'254 | 92.08% | 92.08% |
18.12.2014 | 14.16% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 50'952 | 58'452 | 92.00% | 92.00% |
17.12.2014 | 41.74% | 0.03 | 0.04 | 750'000 | 750'000 | 749'999 | 750'000 | 18'688 | 27'306 | 20.35% | 91.83% |
16.12.2014 | 100.00% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 22'500 | 1.02% | 95.35% |
15.12.2014 | 12.46% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 749'999 | 60'406 | 67'910 | 99.44% | 99.44% |
12.12.2014 | 4.85% | 0.14 | 0.15 | 750'000 | 750'000 | 750'000 | 749'999 | 153'045 | 160'545 | 99.58% | 99.58% |
11.12.2014 | 2.99% | 0.37 | 0.38 | 750'000 | 750'000 | 750'000 | 750'000 | 250'236 | 257'736 | 99.82% | 99.82% |
10.12.2014 | 2.61% | 0.33 | 0.34 | 750'000 | 750'000 | 750'000 | 750'000 | 286'633 | 294'133 | 96.24% | 96.24% |
09.12.2014 | 2.38% | 0.32 | 0.33 | 750'000 | 750'000 | 750'000 | 750'000 | 316'527 | 324'027 | 98.13% | 98.13% |