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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.87% |
18.12.2014 | 66.67% | 0.01 | 0.01 | 360'000 | 100'000 | 360'000 | 400'000 | 3'600 | 8'000 | 0.00% | 99.24% |
17.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.56% |
15.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
12.12.2014 | 66.67% | 0.01 | 0.01 | 400'000 | 100'000 | 397'973 | 397'973 | 3'980 | 7'959 | 5.13% | 99.66% |
11.12.2014 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 398'340 | 398'340 | 3'983 | 7'967 | 13.16% | 100.00% |
10.12.2014 | 57.94% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 5'308 | 9'308 | 100.00% | 100.00% |
09.12.2014 | 28.27% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 12'886 | 16'886 | 100.00% | 100.00% |