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 | 98.34% | 0.01 | 0.03 | 400'000 | 400'000 | 444'513 | 444'520 | 4'448 | 13'093 | 100.00% | 100.00% |
18.12.2014 | 39.41% | 0.04 | 0.06 | 500'000 | 500'000 | 488'038 | 488'038 | 20'017 | 29'777 | 100.00% | 100.00% |
17.12.2014 | 17.56% | 0.10 | 0.12 | 400'000 | 400'000 | 400'000 | 400'000 | 41'696 | 49'696 | 100.00% | 100.00% |
16.12.2014 | 13.12% | 0.10 | 0.12 | 500'000 | 500'000 | 401'413 | 401'413 | 57'572 | 65'600 | 100.00% | 100.00% |
15.12.2014 | 18.19% | 0.13 | 0.15 | 400'000 | 400'000 | 445'039 | 445'039 | 44'576 | 53'477 | 99.89% | 99.89% |
12.12.2014 | 20.61% | 0.09 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 43'571 | 53'549 | 100.00% | 100.00% |
11.12.2014 | 13.55% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 34'587 | 39'587 | 100.00% | 100.00% |
10.12.2014 | 17.92% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 25'681 | 30'681 | 100.00% | 100.00% |
09.12.2014 | 20.92% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 21'673 | 26'673 | 100.00% | 100.00% |