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 | 85.24% | 0.01 | 0.03 | 250'000 | 250'000 | 252'382 | 252'431 | 3'656 | 8'705 | 99.99% | 99.99% |
18.12.2014 | 65.30% | 0.01 | 0.02 | 300'000 | 300'000 | 299'614 | 299'614 | 3'149 | 6'145 | 30.01% | 100.00% |
17.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2014 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2014 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 261'926 | 261'926 | 2'619 | 5'239 | 2.55% | 99.88% |
12.12.2014 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 299'720 | 299'720 | 2'997 | 5'994 | 90.28% | 100.00% |
11.12.2014 | 63.80% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 3'322 | 6'322 | 100.00% | 100.00% |
10.12.2014 | 33.43% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 7'724 | 10'724 | 100.00% | 100.00% |
09.12.2014 | 34.66% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 7'629 | 10'629 | 100.00% | 100.00% |