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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2014 | 9.34% | 0.20 | 0.22 | 700'000 | 700'000 | 719'945 | 719'947 | 100'237 | 109'435 | 75.68% | 75.69% |
17.12.2014 | 48.33% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 15'918 | 24'920 | 92.28% | 92.99% |
16.12.2014 | 70.44% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 749'996 | 12'730 | 24'395 | 58.64% | 58.70% |
15.12.2014 | 8.66% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 89'714 | 97'214 | 80.97% | 80.97% |
12.12.2014 | 4.21% | 0.21 | 0.22 | 750'000 | 750'000 | 749'466 | 749'466 | 175'202 | 182'697 | 99.50% | 99.50% |
11.12.2014 | 3.00% | 0.36 | 0.37 | 750'000 | 750'000 | 730'067 | 730'067 | 240'712 | 248'012 | 98.83% | 98.83% |
10.12.2014 | 2.57% | 0.37 | 0.38 | 700'000 | 700'000 | 681'564 | 681'564 | 262'777 | 269'593 | 93.11% | 93.11% |
09.12.2014 | 2.08% | 0.38 | 0.39 | 600'000 | 600'000 | 600'000 | 600'000 | 288'706 | 294'706 | 98.94% | 98.94% |