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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.68% |
18.12.2014 | - | - | 0.02 | 0 | 930'000 | 0 | 0 | 0 | 0 | 0.00% | 99.51% |
17.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.14% |
15.12.2014 | - | - | 0.02 | 0 | 640'000 | 0 | 0 | 0 | 0 | 0.00% | 97.85% |
12.12.2014 | 99.46% | 0.01 | 0.02 | 270'000 | 270'000 | 285'348 | 285'348 | 2'880 | 8'560 | 40.02% | 99.55% |
11.12.2014 | 70.02% | 0.01 | 0.03 | 250'000 | 250'000 | 245'948 | 245'948 | 3'746 | 7'472 | 96.69% | 96.69% |
10.12.2014 | 29.98% | 0.02 | 0.03 | 230'000 | 230'000 | 225'895 | 225'895 | 6'492 | 8'751 | 84.90% | 84.90% |
09.12.2014 | 26.16% | 0.03 | 0.04 | 190'000 | 190'000 | 198'405 | 198'405 | 6'751 | 8'735 | 95.74% | 95.74% |