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% | 100.00% |
18.12.2014 | 40.00% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 4'000 | 6'000 | 100.00% | 100.00% |
17.12.2014 | 40.03% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 4'000 | 6'003 | 91.14% | 91.14% |
16.12.2014 | 22.10% | 0.02 | 0.03 | 200'000 | 200'000 | 199'999 | 199'998 | 10'075 | 12'432 | 100.00% | 100.00% |
15.12.2014 | 36.60% | 0.05 | 0.06 | 200'000 | 200'000 | 200'000 | 200'000 | 4'876 | 6'962 | 100.00% | 100.00% |
12.12.2014 | 39.21% | 0.03 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 4'461 | 6'599 | 98.15% | 98.15% |
11.12.2014 | 39.78% | 0.02 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 4'053 | 6'059 | 99.94% | 99.94% |
10.12.2014 | 40.68% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 4'147 | 6'262 | 94.43% | 94.43% |
09.12.2014 | 39.32% | 0.03 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 4'128 | 6'131 | 98.57% | 98.57% |