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 | 52.54% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 3'906 | 6'406 | 100.00% | 100.00% |
18.12.2014 | 38.49% | 0.02 | 0.03 | 250'000 | 250'000 | 283'569 | 283'658 | 6'133 | 8'972 | 99.99% | 99.99% |
17.12.2014 | 66.67% | 0.01 | 0.02 | 400'000 | 400'000 | 380'646 | 380'646 | 3'806 | 7'613 | 70.95% | 97.10% |
16.12.2014 | 62.28% | 0.01 | 0.02 | 400'000 | 400'000 | 396'278 | 396'278 | 4'621 | 8'583 | 99.24% | 99.87% |
15.12.2014 | 22.60% | 0.03 | 0.04 | 400'000 | 400'000 | 302'694 | 302'694 | 12'090 | 15'117 | 99.89% | 99.89% |
12.12.2014 | 17.97% | 0.05 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 15'230 | 18'230 | 99.88% | 99.88% |
11.12.2014 | 17.12% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 16'140 | 19'140 | 100.00% | 100.00% |
10.12.2014 | 15.44% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 17'938 | 20'938 | 100.00% | 100.00% |
09.12.2014 | 15.21% | 0.05 | 0.06 | 300'000 | 300'000 | 305'102 | 305'102 | 18'682 | 21'733 | 99.43% | 99.43% |