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% | 74.61% |
18.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 64.02% |
17.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.64% |
16.12.2014 | 57.70% | 0.02 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 14'163 | 24'199 | 21.05% | 70.76% |
15.12.2014 | 40.00% | 0.02 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 15'000 | 22'500 | 3.53% | 12.00% |
12.12.2014 | 42.50% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 18'038 | 26'639 | 90.80% | 90.80% |
11.12.2014 | 33.82% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 19'340 | 26'907 | 77.86% | 98.33% |
10.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 90.62% |
09.12.2014 | 98.68% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 7'665 | 22'500 | 23.06% | 95.93% |