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 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 95.69% |
17.12.2014 | 36.87% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 21'284 | 29'683 | 91.83% | 91.83% |
16.12.2014 | 24.92% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 35'765 | 43'715 | 88.58% | 90.13% |
15.12.2014 | 22.12% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 32'136 | 39'712 | 92.03% | 92.09% |
12.12.2014 | 19.11% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 36'187 | 43'687 | 96.91% | 96.91% |
11.12.2014 | 34.92% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 28'946 | 37'805 | 98.47% | 98.47% |
10.12.2014 | 88.38% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 8'952 | 22'500 | 76.74% | 90.86% |
09.12.2014 | 62.43% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 15'047 | 25'992 | 97.64% | 97.64% |