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 | - | 0.06 | - | 250'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 75.18% |
18.12.2014 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2014 | 133.33% | 0.01 | 0.05 | 168'000 | 250'000 | 169'045 | 250'000 | 1'690 | 12'500 | 18.45% | 18.45% |
16.12.2014 | 133.33% | 0.01 | 0.05 | 210'000 | 250'000 | 211'478 | 250'000 | 2'115 | 12'500 | 100.00% | 100.00% |
15.12.2014 | 86.91% | 0.01 | 0.05 | 250'000 | 250'000 | 249'991 | 248'991 | 4'927 | 12'421 | 61.82% | 62.28% |
12.12.2014 | 28.80% | 0.03 | 0.05 | 250'000 | 250'000 | 250'000 | 250'000 | 9'590 | 12'712 | 100.00% | 100.00% |
11.12.2014 | 18.18% | 0.05 | 0.06 | 250'000 | 250'000 | 250'000 | 250'000 | 12'500 | 15'000 | 99.67% | 99.67% |
10.12.2014 | 15.67% | 0.06 | 0.07 | 250'000 | 250'000 | 250'000 | 250'000 | 14'787 | 17'287 | 99.73% | 99.73% |
09.12.2014 | 13.88% | 0.06 | 0.07 | 250'000 | 250'000 | 250'000 | 250'000 | 16'877 | 19'377 | 98.56% | 98.56% |