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 | - | - | 0.03 | 0 | 150'000 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
18.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 93.64% |
17.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.32% |
16.12.2014 | 40.14% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 26'481 | 35'599 | 85.43% | 92.68% |
15.12.2014 | 69.77% | 0.04 | 0.05 | 750'000 | 750'000 | 749'989 | 750'000 | 12'796 | 24'366 | 19.09% | 98.28% |
12.12.2014 | 78.38% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 10'203 | 22'500 | 6.17% | 91.76% |
11.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
10.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 90.41% |
09.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 92.58% |