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 | - | - | 0.04 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.96% |
18.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.28% |
17.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
16.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.61% |
15.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.63% |
12.12.2014 | 100.00% | 0.01 | 0.02 | 940'000 | 1'000'000 | 940'000 | 940'000 | 9'400 | 28'200 | 32.08% | 97.84% |
11.12.2014 | 93.99% | 0.01 | 0.03 | 660'000 | 660'000 | 560'606 | 560'609 | 6'017 | 16'818 | 96.63% | 96.63% |
10.12.2014 | 91.56% | 0.01 | 0.03 | 290'000 | 290'000 | 285'145 | 285'145 | 3'252 | 8'554 | 65.98% | 65.98% |
09.12.2014 | 99.73% | 0.01 | 0.03 | 280'000 | 280'000 | 261'663 | 261'663 | 2'629 | 7'850 | 56.56% | 56.56% |