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 | - | 0.01 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 75.18% |
18.12.2014 | 133.33% | 0.01 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 10'000 | 99.75% | 99.75% |
17.12.2014 | 133.33% | 0.01 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 10'000 | 91.24% | 91.24% |
16.12.2014 | 133.33% | 0.01 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 10'000 | 100.00% | 100.00% |
15.12.2014 | 66.72% | 0.03 | 0.06 | 170'000 | 200'000 | 194'879 | 200'000 | 5'862 | 12'008 | 85.01% | 85.01% |
12.12.2014 | 129.99% | 0.01 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 2'144 | 10'000 | 99.92% | 99.92% |
11.12.2014 | 71.79% | 0.03 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 4'780 | 10'000 | 99.67% | 99.67% |
10.12.2014 | 86.42% | 0.01 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 3'971 | 10'000 | 20.45% | 20.45% |
09.12.2014 | 75.94% | 0.02 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 4'547 | 10'000 | 98.54% | 98.54% |