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 | 21.79% | 0.05 | 0.06 | 400'000 | 400'000 | 397'749 | 400'000 | 16'423 | 20'526 | 97.09% | 97.47% |
17.12.2014 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 399'345 | 400'000 | 3'993 | 8'000 | 99.52% | 99.68% |
16.12.2014 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 399'814 | 400'000 | 3'998 | 8'000 | 99.98% | 100.00% |
15.12.2014 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 8'000 | 99.19% | 99.19% |
12.12.2014 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 399'711 | 400'000 | 3'997 | 8'000 | 99.14% | 99.20% |
11.12.2014 | 63.53% | 0.01 | 0.02 | 400'000 | 400'000 | 399'843 | 399'437 | 4'538 | 8'524 | 99.15% | 99.31% |
10.12.2014 | 37.99% | 0.03 | 0.04 | 400'000 | 400'000 | 399'541 | 400'000 | 8'694 | 12'705 | 99.80% | 99.94% |
09.12.2014 | 41.42% | 0.02 | 0.03 | 400'000 | 150'000 | 399'891 | 399'200 | 7'785 | 11'765 | 99.63% | 99.63% |
08.12.2014 | 39.51% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 8'170 | 12'170 | 100.00% | 100.00% |