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 | 60.57% | 0.01 | 0.01 | 500'000 | 100'000 | 499'450 | 499'980 | 6'180 | 11'191 | 90.30% | 99.20% |
18.12.2014 | 66.67% | 0.01 | 0.02 | 485'000 | 500'000 | 485'000 | 500'000 | 4'850 | 10'000 | 0.02% | 15.50% |
17.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2014 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 499'372 | 499'372 | 4'994 | 9'987 | 81.57% | 99.91% |
12.12.2014 | 37.48% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 499'955 | 11'259 | 16'257 | 100.00% | 100.00% |
11.12.2014 | 22.53% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 19'958 | 24'958 | 100.00% | 100.00% |
10.12.2014 | 19.40% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 23'535 | 28'535 | 99.78% | 100.00% |
09.12.2014 | 17.06% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 27'071 | 32'071 | 100.00% | 100.00% |