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 | 7.57% | 0.23 | 0.25 | 100'000 | 100'000 | 100'000 | 100'000 | 25'461 | 27'461 | 96.14% | 96.14% |
18.12.2014 | 38.59% | 0.04 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 4'503 | 6'503 | 95.19% | 95.19% |
17.12.2014 | 100.00% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 3'000 | 46.71% | 100.00% |
16.12.2014 | 79.00% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'350 | 3'000 | 68.73% | 97.55% |
15.12.2014 | 14.19% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 7'114 | 8'114 | 87.52% | 87.52% |
12.12.2014 | 8.10% | 0.10 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 11'965 | 12'965 | 99.89% | 99.89% |
11.12.2014 | 5.12% | 0.24 | 0.25 | 100'000 | 100'000 | 100'000 | 100'000 | 19'265 | 20'265 | 90.98% | 90.98% |
10.12.2014 | 4.06% | 0.20 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 24'453 | 25'453 | 100.00% | 100.00% |
09.12.2014 | 3.91% | 0.20 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 25'432 | 26'432 | 100.00% | 100.00% |