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 | 78.17% | 0.01 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 8'254 | 16'762 | 84.26% | 98.41% |
17.12.2014 | 17.27% | 0.41 | 0.49 | 100'000 | 100'000 | 100'000 | 100'000 | 44'956 | 53'436 | 98.70% | 98.70% |
16.12.2014 | 12.27% | 0.44 | 0.52 | 100'000 | 100'000 | 100'000 | 100'000 | 65'854 | 74'342 | 98.38% | 98.38% |
15.12.2014 | 26.97% | 0.52 | 0.60 | 100'000 | 100'000 | 100'000 | 100'000 | 28'731 | 37'242 | 96.41% | 96.41% |
12.12.2014 | 40.19% | 0.20 | 0.29 | 100'000 | 100'000 | 100'000 | 100'000 | 17'104 | 25'603 | 98.23% | 98.23% |
11.12.2014 | 59.10% | 0.07 | 0.15 | 100'000 | 100'000 | 100'000 | 100'000 | 10'446 | 18'995 | 99.80% | 99.80% |
10.12.2014 | 67.45% | 0.09 | 0.18 | 100'000 | 100'000 | 100'000 | 100'000 | 8'419 | 16'892 | 93.64% | 93.64% |
09.12.2014 | 119.72% | 0.10 | 0.18 | 100'000 | 100'000 | 100'000 | 100'000 | 3'717 | 12'188 | 93.42% | 99.86% |
08.12.2014 | - | - | 0.08 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.74% |