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 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.09% |
18.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 94.92% |
17.12.2014 | 27.49% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 28'861 | 36'775 | 92.39% | 92.39% |
16.12.2014 | 7.27% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 113'570 | 121'070 | 87.77% | 87.77% |
15.12.2014 | 23.15% | 0.13 | 0.14 | 750'000 | 750'000 | 750'000 | 750'000 | 32'342 | 39'842 | 94.48% | 94.48% |
12.12.2014 | 27.11% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 24'862 | 32'362 | 96.73% | 96.73% |
11.12.2014 | 50.58% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 17'067 | 26'584 | 97.05% | 97.05% |
10.12.2014 | 45.24% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 15'690 | 24'153 | 91.72% | 92.67% |
09.12.2014 | 65.35% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 13'908 | 25'065 | 20.24% | 97.40% |