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 | 65.42% | 0.01 | 0.01 | 75'000 | 75'000 | 75'000 | 75'000 | 800 | 1'557 | 34.88% | 94.55% |
18.12.2014 | 66.80% | 0.01 | 0.01 | 75'000 | 75'000 | 75'000 | 75'000 | 750 | 1'503 | 25.25% | 80.88% |
17.12.2014 | - | - | 0.01 | 0 | 75'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2014 | - | - | 0.01 | 0 | 75'000 | 0 | 0 | 0 | 0 | 0.00% | 99.99% |
15.12.2014 | 66.67% | 0.01 | 0.01 | 75'000 | 75'000 | 75'000 | 75'000 | 750 | 1'500 | 59.58% | 99.85% |
12.12.2014 | 66.67% | 0.01 | 0.01 | 75'000 | 75'000 | 75'000 | 75'000 | 750 | 1'500 | 29.40% | 94.07% |
11.12.2014 | 33.68% | 0.03 | 0.04 | 75'000 | 75'000 | 75'000 | 75'000 | 1'949 | 2'699 | 100.00% | 100.00% |
10.12.2014 | 22.16% | 0.04 | 0.05 | 75'000 | 75'000 | 75'000 | 75'000 | 3'054 | 3'804 | 99.93% | 99.93% |
09.12.2014 | 20.39% | 0.04 | 0.05 | 75'000 | 75'000 | 75'000 | 75'000 | 3'385 | 4'135 | 99.77% | 99.77% |