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 | 8.25% | 0.27 | 0.30 | 500'000 | 500'000 | 500'000 | 500'000 | 151'050 | 163'762 | 100.00% | 100.00% |
18.12.2014 | 16.91% | 0.19 | 0.22 | 500'000 | 500'000 | 499'550 | 500'000 | 73'084 | 85'803 | 99.19% | 99.19% |
17.12.2014 | 94.41% | 0.02 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 6'929 | 18'966 | 99.57% | 99.59% |
16.12.2014 | 56.44% | 0.03 | 0.05 | 500'000 | 500'000 | 499'934 | 499'996 | 10'533 | 18'367 | 99.95% | 99.95% |
15.12.2014 | 14.23% | 0.05 | 0.07 | 500'000 | 500'000 | 499'988 | 499'994 | 55'468 | 63'087 | 100.00% | 100.00% |
12.12.2014 | 10.00% | 0.17 | 0.18 | 500'000 | 500'000 | 499'939 | 500'000 | 79'846 | 88'257 | 99.95% | 99.95% |
11.12.2014 | 7.28% | 0.22 | 0.23 | 500'000 | 500'000 | 500'000 | 500'000 | 96'658 | 103'954 | 100.00% | 100.00% |
10.12.2014 | 6.01% | 0.22 | 0.23 | 500'000 | 500'000 | 500'000 | 499'935 | 113'976 | 121'009 | 100.00% | 100.00% |
09.12.2014 | 5.05% | 0.19 | 0.21 | 500'000 | 500'000 | 500'000 | 499'955 | 143'198 | 150'378 | 99.92% | 99.92% |