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 | 16.20% | 0.10 | 0.12 | 100'000 | 100'000 | 99'642 | 100'000 | 11'479 | 13'533 | 85.01% | 96.76% |
18.12.2014 | 29.26% | 0.08 | 0.10 | 100'000 | 100'000 | 99'839 | 100'000 | 5'939 | 7'956 | 97.13% | 99.91% |
17.12.2014 | 86.76% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'397 | 3'398 | 88.33% | 99.87% |
16.12.2014 | 99.80% | 0.02 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 1'006 | 3'006 | 10.51% | 98.83% |
15.12.2014 | 37.85% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 4'665 | 6'666 | 98.57% | 98.63% |
12.12.2014 | 21.99% | 0.07 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 8'159 | 10'160 | 100.00% | 100.00% |
11.12.2014 | 19.07% | 0.11 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 9'558 | 11'558 | 100.00% | 100.00% |
10.12.2014 | 18.13% | 0.09 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 10'071 | 12'071 | 100.00% | 100.00% |
09.12.2014 | 15.87% | 0.10 | 0.12 | 100'000 | 100'000 | 100'000 | 100'000 | 11'635 | 13'635 | 99.43% | 99.43% |