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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.69% |
17.12.2014 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 64.88% |
16.12.2014 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 15.41% |
15.12.2014 | 92.93% | 0.01 | 0.02 | 250'000 | 125'000 | 200'032 | 100'016 | 2'236 | 3'000 | 21.02% | 89.73% |
12.12.2014 | 22.96% | 0.03 | 0.04 | 100'000 | 50'000 | 100'000 | 50'000 | 3'945 | 2'472 | 94.20% | 94.20% |
11.12.2014 | 14.77% | 0.07 | 0.08 | 100'000 | 50'000 | 100'000 | 50'000 | 6'380 | 3'690 | 98.15% | 98.15% |
10.12.2014 | 16.60% | 0.05 | 0.07 | 50'000 | 25'000 | 87'747 | 43'873 | 6'488 | 3'744 | 92.72% | 92.75% |
09.12.2014 | 14.08% | 0.05 | 0.06 | 100'000 | 50'000 | 100'000 | 50'000 | 6'696 | 3'848 | 96.08% | 96.08% |