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 | 22.33% | 0.14 | 0.17 | 600'000 | 600'000 | 600'000 | 600'000 | 71'807 | 89'807 | 94.24% | 94.24% |
18.12.2014 | 26.83% | 0.13 | 0.16 | 650'000 | 650'000 | 707'505 | 707'505 | 70'139 | 91'364 | 73.05% | 73.05% |
17.12.2014 | 72.91% | 0.04 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 20'710 | 43'284 | 99.41% | 99.41% |
16.12.2014 | 102.42% | 0.01 | 0.05 | 750'000 | 750'000 | 747'015 | 747'015 | 10'930 | 32'261 | 82.29% | 97.90% |
15.12.2014 | 33.09% | 0.05 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 37'891 | 52'891 | 98.28% | 98.28% |
12.12.2014 | 13.16% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 53'776 | 61'276 | 99.97% | 99.97% |
11.12.2014 | 11.60% | 0.10 | 0.11 | 750'000 | 750'000 | 749'982 | 750'000 | 61'904 | 69'406 | 99.70% | 99.70% |
10.12.2014 | 10.52% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 68'244 | 75'744 | 98.73% | 98.73% |
09.12.2014 | 9.71% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 749'965 | 74'848 | 82'346 | 99.97% | 99.97% |