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 | 24.09% | 0.03 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 7'545 | 9'584 | 100.00% | 100.00% |
18.12.2014 | 34.06% | 0.03 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 6'074 | 8'406 | 100.00% | 100.00% |
17.12.2014 | 61.83% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'404 | 4'437 | 64.47% | 87.21% |
16.12.2014 | 55.07% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 3'495 | 5'896 | 93.12% | 93.12% |
15.12.2014 | 13.51% | 0.06 | 0.07 | 200'000 | 200'000 | 200'000 | 200'000 | 13'833 | 15'833 | 99.73% | 99.73% |
12.12.2014 | 12.05% | 0.08 | 0.09 | 200'000 | 200'000 | 199'770 | 199'770 | 15'682 | 17'684 | 99.61% | 100.00% |
11.12.2014 | 11.76% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 16'000 | 18'000 | 100.00% | 100.00% |
10.12.2014 | 10.73% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 17'673 | 19'673 | 100.00% | 100.00% |
09.12.2014 | 9.86% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 19'338 | 21'338 | 99.39% | 99.39% |