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 | 10.69% | 0.84 | 0.94 | 100'000 | 10'000 | 100'000 | 10'000 | 88'615 | 9'862 | 99.96% | 99.96% |
18.12.2014 | 29.55% | 0.30 | 0.40 | 100'000 | 10'000 | 100'000 | 10'000 | 31'607 | 4'182 | 94.31% | 94.31% |
17.12.2014 | 81.64% | 0.05 | 0.15 | 100'000 | 10'000 | 83'137 | 61'861 | 3'336 | 4'801 | 3.65% | 82.28% |
16.12.2014 | 62.63% | 0.11 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 13'101 | 23'101 | 72.51% | 72.51% |
15.12.2014 | 18.94% | 0.27 | 0.37 | 100'000 | 100'000 | 100'000 | 99'991 | 48'634 | 58'630 | 78.45% | 78.45% |
12.12.2014 | 5.10% | 0.62 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 57'780 | 60'780 | 78.24% | 78.24% |
11.12.2014 | 3.77% | 1.06 | 1.09 | 100'000 | 100'000 | 100'000 | 100'000 | 79'487 | 82'487 | 84.81% | 84.81% |
10.12.2014 | 2.96% | 0.99 | 1.02 | 100'000 | 100'000 | 100'000 | 100'000 | 100'095 | 103'095 | 98.63% | 98.63% |
09.12.2014 | 1.68% | 0.69 | 0.72 | 100'000 | 100'000 | 100'000 | 99'978 | 77'053 | 78'300 | 92.59% | 92.59% |