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 | 24.80% | 0.06 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 35'458 | 45'425 | 94.75% | 94.75% |
18.12.2014 | 34.92% | 0.04 | 0.05 | 500'000 | 500'000 | 499'532 | 499'532 | 15'491 | 21'050 | 97.44% | 97.53% |
17.12.2014 | 94.43% | 0.01 | 0.03 | 500'000 | 500'000 | 488'287 | 488'289 | 5'347 | 14'649 | 37.44% | 99.20% |
16.12.2014 | 25.14% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 499'998 | 17'720 | 22'719 | 95.94% | 95.94% |
15.12.2014 | 13.41% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 35'109 | 40'109 | 98.18% | 98.18% |
12.12.2014 | 19.24% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 25'384 | 30'384 | 59.58% | 59.58% |
11.12.2014 | 21.14% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 21'497 | 26'497 | 87.73% | 87.73% |
10.12.2014 | 21.22% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 21'274 | 26'274 | 68.31% | 68.31% |
09.12.2014 | 28.60% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 14'996 | 19'996 | 74.68% | 74.68% |