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 | 27.54% | 0.02 | 0.03 | 462'000 | 500'000 | 497'865 | 500'000 | 16'017 | 21'087 | 23.81% | 23.81% |
18.12.2014 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 499'806 | 500'000 | 4'998 | 10'000 | 100.00% | 100.00% |
17.12.2014 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 478'693 | 478'693 | 4'787 | 9'574 | 1.44% | 100.00% |
16.12.2014 | 66.67% | 0.01 | 0.02 | 80'000 | 100'000 | 496'012 | 496'048 | 4'960 | 9'921 | 42.87% | 96.49% |
15.12.2014 | 47.00% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 8'688 | 13'688 | 99.92% | 99.92% |
12.12.2014 | 33.84% | 0.02 | 0.03 | 500'000 | 500'000 | 499'958 | 499'961 | 12'705 | 17'705 | 100.00% | 100.00% |
11.12.2014 | 22.59% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 19'712 | 24'712 | 100.00% | 100.00% |
10.12.2014 | 18.38% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 24'782 | 29'782 | 100.00% | 100.00% |
09.12.2014 | 16.07% | 0.05 | 0.06 | 500'000 | 500'000 | 499'978 | 500'000 | 28'878 | 33'879 | 100.00% | 100.00% |