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 | 16.45% | 0.08 | 0.10 | 300'000 | 300'000 | 300'000 | 300'000 | 33'749 | 39'749 | 99.18% | 99.18% |
18.12.2014 | 21.66% | 0.10 | 0.12 | 300'000 | 300'000 | 300'000 | 300'000 | 25'079 | 31'079 | 100.00% | 100.00% |
17.12.2014 | 67.76% | 0.04 | 0.06 | 300'000 | 300'000 | 300'000 | 300'000 | 6'223 | 12'223 | 100.00% | 100.00% |
16.12.2014 | 66.40% | 0.03 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 6'923 | 12'923 | 100.00% | 100.00% |
15.12.2014 | 29.01% | 0.03 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 18'055 | 24'055 | 99.92% | 99.92% |
12.12.2014 | 17.90% | 0.08 | 0.10 | 300'000 | 300'000 | 300'000 | 300'000 | 30'728 | 36'728 | 100.00% | 100.00% |
11.12.2014 | 13.45% | 0.14 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 41'740 | 47'740 | 100.00% | 100.00% |
10.12.2014 | 12.28% | 0.15 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 45'957 | 51'957 | 100.00% | 100.00% |
09.12.2014 | 11.52% | 0.15 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 49'320 | 55'320 | 100.00% | 100.00% |