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 | 31.45% | 0.03 | 0.07 | 10'000 | 10'000 | 10'000 | 10'000 | 573 | 785 | 47.39% | 69.11% |
18.12.2014 | - | - | 0.03 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 88.97% |
17.12.2014 | 100.00% | 0.01 | 0.03 | 20'000 | 20'000 | 12'442 | 12'442 | 124 | 373 | 88.27% | 99.48% |
16.12.2014 | 100.00% | 0.01 | 0.03 | 20'000 | 20'000 | 13'456 | 13'456 | 135 | 404 | 63.66% | 94.52% |
15.12.2014 | - | - | 0.03 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 99.15% |
12.12.2014 | 100.00% | 0.01 | 0.03 | 20'000 | 20'000 | 10'264 | 10'264 | 103 | 308 | 77.85% | 84.29% |
11.12.2014 | 100.00% | 0.01 | 0.03 | 20'000 | 20'000 | 10'148 | 10'148 | 101 | 304 | 48.40% | 86.15% |
10.12.2014 | - | - | 0.03 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 90.60% |
09.12.2014 | 100.00% | 0.01 | 0.03 | 20'000 | 20'000 | 11'789 | 11'789 | 118 | 354 | 50.35% | 95.41% |