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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
18.12.2014 | - | - | 0.02 | 0 | 340'000 | 0 | 0 | 0 | 0 | 0.00% | 98.43% |
17.12.2014 | - | - | 0.02 | 0 | 430'000 | 0 | 0 | 0 | 0 | 0.00% | 98.73% |
16.12.2014 | - | - | 0.02 | 0 | 890'000 | 0 | 0 | 0 | 0 | 0.00% | 98.67% |
15.12.2014 | 99.15% | 0.01 | 0.02 | 270'000 | 270'000 | 301'118 | 301'118 | 3'057 | 9'034 | 48.14% | 95.35% |
12.12.2014 | 47.65% | 0.03 | 0.04 | 240'000 | 240'000 | 209'354 | 209'354 | 4'944 | 7'612 | 90.32% | 91.33% |
11.12.2014 | 15.35% | 0.06 | 0.07 | 140'000 | 140'000 | 144'188 | 144'188 | 8'679 | 10'121 | 95.33% | 95.33% |
10.12.2014 | 15.33% | 0.07 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 9'149 | 10'649 | 90.42% | 90.42% |
09.12.2014 | 24.15% | 0.05 | 0.07 | 120'000 | 120'000 | 120'000 | 120'000 | 9'082 | 11'482 | 98.02% | 98.02% |