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 | 24.99% | 0.11 | 0.15 | 250'000 | 250'000 | 250'000 | 250'000 | 35'677 | 45'677 | 42.33% | 42.33% |
18.12.2014 | 33.03% | 0.11 | 0.15 | 250'000 | 250'000 | 286'192 | 286'192 | 29'124 | 40'571 | 72.87% | 72.87% |
17.12.2014 | 91.76% | 0.03 | 0.07 | 500'000 | 500'000 | 481'411 | 481'411 | 11'720 | 30'976 | 86.15% | 86.15% |
16.12.2014 | 112.12% | 0.04 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 8'429 | 28'429 | 31.15% | 85.09% |
15.12.2014 | 52.72% | 0.01 | 0.05 | 450'000 | 450'000 | 430'087 | 430'087 | 25'512 | 42'716 | 83.82% | 83.82% |
12.12.2014 | 29.85% | 0.08 | 0.12 | 350'000 | 350'000 | 331'651 | 331'651 | 38'035 | 51'301 | 80.80% | 80.80% |
11.12.2014 | 23.60% | 0.16 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 45'200 | 57'200 | 76.39% | 76.39% |
10.12.2014 | 23.18% | 0.15 | 0.19 | 300'000 | 300'000 | 300'000 | 300'000 | 45'975 | 57'975 | 79.22% | 79.22% |
09.12.2014 | 22.60% | 0.11 | 0.15 | 300'000 | 300'000 | 300'000 | 300'000 | 48'015 | 60'015 | 75.81% | 75.81% |