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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
17.12.2014 | 47.77% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'088 | 27'088 | 99.95% | 99.95% |
16.12.2014 | 17.73% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'927 | 999'960 | 55'260 | 65'263 | 99.48% | 99.48% |
15.12.2014 | 30.36% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'902 | 1'000'000 | 29'135 | 39'139 | 95.00% | 95.00% |
12.12.2014 | 29.70% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'016 | 39'016 | 100.00% | 100.00% |
11.12.2014 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 99.64% | 99.64% |
10.12.2014 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 99.86% | 99.86% |
09.12.2014 | 60.45% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'331 | 22'331 | 99.83% | 99.83% |