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 | - | - |
18.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2014 | 20.95% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'980 | 1'000'000 | 43'573 | 53'574 | 99.85% | 99.85% |
16.12.2014 | 7.41% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'997 | 1'000'000 | 139'087 | 149'088 | 99.31% | 99.31% |
15.12.2014 | 19.61% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'968 | 999'997 | 49'116 | 59'119 | 95.01% | 95.01% |
12.12.2014 | 22.49% | 0.04 | 0.05 | 981'956 | 1'000'000 | 999'942 | 1'000'000 | 39'907 | 49'909 | 100.00% | 100.00% |
11.12.2014 | 30.75% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'710 | 1'000'000 | 28'139 | 38'145 | 99.65% | 99.65% |
10.12.2014 | 36.83% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'904 | 1'000'000 | 22'773 | 32'776 | 99.86% | 99.86% |
09.12.2014 | 54.63% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 998'719 | 1'000'000 | 14'690 | 24'705 | 63.11% | 99.82% |
08.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |