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 | 40.00% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'000 | 15'000 | 90.01% | 100.00% |
18.12.2014 | 42.94% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'709 | 16'179 | 97.01% | 97.01% |
17.12.2014 | 12.06% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 39'060 | 44'060 | 88.31% | 88.31% |
16.12.2014 | 12.15% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 39'246 | 44'246 | 87.85% | 87.85% |
15.12.2014 | 21.72% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 20'727 | 25'727 | 97.11% | 97.11% |
12.12.2014 | 22.14% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 20'156 | 25'156 | 97.48% | 97.48% |
11.12.2014 | 33.83% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 15'082 | 20'512 | 97.76% | 97.76% |
10.12.2014 | 89.55% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'907 | 15'045 | 94.93% | 94.93% |
09.12.2014 | 20.32% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 22'377 | 27'377 | 97.57% | 97.57% |