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 | - | - |
18.12.2014 | 82.72% | 0.01 | 0.02 | 100'000 | 100'000 | 98'723 | 98'723 | 987 | 2'442 | 99.91% | 99.91% |
17.12.2014 | 46.36% | 0.03 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 3'373 | 5'373 | 100.00% | 100.00% |
16.12.2014 | 20.52% | 0.04 | 0.06 | 100'000 | 100'000 | 99'999 | 100'000 | 9'523 | 11'524 | 100.00% | 100.00% |
15.12.2014 | 45.46% | 0.09 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 3'595 | 5'595 | 99.34% | 99.34% |
12.12.2014 | 49.07% | 0.04 | 0.06 | 100'000 | 100'000 | 100'000 | 100'000 | 3'100 | 5'100 | 100.00% | 100.00% |
11.12.2014 | 61.67% | 0.02 | 0.04 | 100'000 | 100'000 | 99'278 | 99'278 | 2'314 | 4'314 | 100.00% | 100.00% |
10.12.2014 | 53.84% | 0.03 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 2'770 | 4'770 | 99.98% | 99.98% |
09.12.2014 | 72.80% | 0.03 | 0.05 | 100'000 | 100'000 | 85'166 | 85'166 | 1'714 | 3'351 | 99.76% | 99.76% |
08.12.2014 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 98'013 | 98'013 | 980 | 1'960 | 99.98% | 99.98% |