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 | - | - | 0.05 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.68% |
16.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.39% |
15.12.2014 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.68% |
12.12.2014 | 56.96% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 14'307 | 24'263 | 94.53% | 94.53% |
11.12.2014 | 46.55% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 15'758 | 24'449 | 95.58% | 95.58% |
10.12.2014 | 29.30% | 0.03 | 0.04 | 750'000 | 750'000 | 748'947 | 748'947 | 22'420 | 29'944 | 86.99% | 86.99% |
09.12.2014 | 63.75% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 750'000 | 15'136 | 26'204 | 35.15% | 93.56% |