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 | 66.67% | 0.01 | 0.02 | 90'000 | 100'000 | 90'000 | 100'000 | 900 | 2'000 | 0.01% | 2.26% |
17.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
16.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.96% |
15.12.2014 | 40.73% | 0.01 | 0.01 | 100'000 | 100'000 | 724'905 | 724'905 | 15'928 | 23'177 | 97.53% | 99.99% |
12.12.2014 | 15.53% | 0.05 | 0.06 | 400'000 | 400'000 | 391'104 | 391'104 | 23'318 | 27'229 | 100.00% | 100.00% |
11.12.2014 | 9.94% | 0.10 | 0.11 | 300'000 | 300'000 | 312'264 | 312'264 | 29'917 | 33'040 | 99.96% | 99.96% |
10.12.2014 | 8.01% | 0.11 | 0.12 | 300'000 | 300'000 | 287'980 | 287'980 | 34'558 | 37'438 | 100.00% | 100.00% |
09.12.2014 | 8.32% | 0.12 | 0.13 | 300'000 | 300'000 | 252'623 | 252'611 | 37'970 | 41'291 | 100.00% | 100.00% |