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 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 20.20% |
17.12.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.33% |
16.12.2014 | 66.43% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'045 | 6'061 | 81.97% | 92.50% |
15.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 9.00% | 98.24% |
12.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 17.28% | 94.28% |
11.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 20.36% | 95.77% |
10.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 299'999 | 300'000 | 3'000 | 6'000 | 1.14% | 99.38% |
09.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 0.08% | 93.64% |
08.12.2014 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |