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 | - | - |
18.12.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 78.69% |
17.12.2014 | 21.34% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 12'801 | 15'801 | 99.34% | 99.34% |
16.12.2014 | 8.08% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 38'669 | 41'669 | 84.08% | 84.08% |
15.12.2014 | 20.92% | 0.10 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 13'909 | 16'915 | 98.26% | 98.26% |
12.12.2014 | 25.69% | 0.04 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 10'428 | 13'428 | 94.28% | 94.28% |
11.12.2014 | 29.65% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 8'830 | 11'830 | 95.78% | 95.78% |
10.12.2014 | 33.56% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 7'691 | 10'691 | 99.38% | 99.38% |
09.12.2014 | 57.38% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 4'261 | 7'268 | 93.64% | 93.64% |
08.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 89.18% | 100.00% |