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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.20% |
18.12.2014 | 13.63% | 0.15 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 33'933 | 38'630 | 97.58% | 97.58% |
17.12.2014 | 36.78% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 10'807 | 15'495 | 98.37% | 98.37% |
16.12.2014 | 52.19% | 0.06 | 0.08 | 300'000 | 300'000 | 300'000 | 300'000 | 7'388 | 12'231 | 94.59% | 94.59% |
15.12.2014 | 13.47% | 0.06 | 0.08 | 300'000 | 300'000 | 300'000 | 300'000 | 31'651 | 36'069 | 94.28% | 94.28% |
12.12.2014 | 7.61% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 55'904 | 60'301 | 99.93% | 99.93% |
11.12.2014 | 6.73% | 0.24 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 64'897 | 69'382 | 99.01% | 99.01% |
10.12.2014 | 7.22% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 63'432 | 68'176 | 100.00% | 100.00% |
09.12.2014 | 6.09% | 0.22 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 76'397 | 81'187 | 99.50% | 99.50% |