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 | - | - | 0.07 | 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% | 95.75% |
17.12.2014 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.22% |
16.12.2014 | 58.51% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 15'622 | 26'118 | 70.17% | 96.40% |
15.12.2014 | 54.11% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 13'903 | 23'325 | 80.94% | 93.65% |
12.12.2014 | 79.61% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 10'932 | 23'591 | 65.90% | 65.90% |
11.12.2014 | 31.01% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 21'061 | 28'599 | 77.75% | 98.03% |
10.12.2014 | 100.00% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 7'500 | 22'500 | 3.51% | 88.61% |
09.12.2014 | 91.87% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 8'524 | 22'509 | 41.25% | 97.50% |