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 | - | - | 0.04 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.02% |
18.12.2014 | - | - | 0.04 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2014 | - | - | 0.04 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.72% |
16.12.2014 | - | - | 0.04 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 96.38% |
15.12.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.18% |
12.12.2014 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.50% |
11.12.2014 | 97.46% | 0.01 | 0.03 | 500'000 | 500'000 | 488'539 | 488'539 | 5'132 | 14'699 | 59.10% | 59.10% |
10.12.2014 | 51.12% | 0.02 | 0.03 | 450'000 | 450'000 | 357'055 | 357'055 | 8'119 | 12'921 | 82.89% | 82.89% |
09.12.2014 | 17.23% | 0.04 | 0.05 | 300'000 | 300'000 | 242'579 | 242'579 | 13'238 | 15'664 | 96.89% | 96.89% |