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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 92.02% |
17.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.39% |
16.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 92.32% |
15.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 90.20% |
12.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.80% |
11.12.2014 | 56.93% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 500'000 | 9'232 | 15'795 | 67.31% | 88.41% |
10.12.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 461'082 | 461'082 | 4'611 | 13'832 | 1.34% | 92.14% |
09.12.2014 | 100.00% | 0.01 | 0.02 | 500'000 | 100'000 | 491'485 | 491'485 | 4'915 | 14'745 | 12.29% | 93.28% |