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 | 20.56% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 4'687 | 5'687 | 99.49% | 99.49% |
18.12.2014 | 11.97% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 7'986 | 8'986 | 99.91% | 99.91% |
17.12.2014 | 25.79% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 3'461 | 4'461 | 99.92% | 99.92% |
16.12.2014 | 25.62% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 3'514 | 4'514 | 100.00% | 100.00% |
15.12.2014 | 10.96% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 9'479 | 10'479 | 99.39% | 99.39% |
12.12.2014 | 17.82% | 0.05 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 5'149 | 6'149 | 100.00% | 100.00% |
11.12.2014 | 13.75% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 6'862 | 7'862 | 100.00% | 100.00% |
10.12.2014 | 13.30% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 7'140 | 8'140 | 99.82% | 99.82% |
09.12.2014 | 9.73% | 0.07 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 10'012 | 11'012 | 99.77% | 99.77% |