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 | - | - |
16.12.2014 | - | - | 0.01 | 0 | 40'000 | 0 | 0 | 0 | 0 | 0.00% | 96.20% |
15.12.2014 | 66.67% | 0.01 | 0.01 | 40'000 | 40'000 | 30'786 | 30'786 | 308 | 616 | 88.33% | 100.00% |
12.12.2014 | 26.12% | 0.03 | 0.04 | 4'000 | 4'000 | 12'258 | 12'258 | 393 | 516 | 99.77% | 99.77% |
11.12.2014 | 20.11% | 0.05 | 0.06 | 40'000 | 40'000 | 40'000 | 40'000 | 1'809 | 2'209 | 100.00% | 100.00% |
10.12.2014 | 18.01% | 0.05 | 0.06 | 40'000 | 40'000 | 38'729 | 38'729 | 1'960 | 2'348 | 98.76% | 98.76% |
09.12.2014 | 17.32% | 0.04 | 0.05 | 4'000 | 4'000 | 32'125 | 32'125 | 1'755 | 2'076 | 92.84% | 92.84% |
08.12.2014 | 14.69% | 0.06 | 0.07 | 40'000 | 40'000 | 40'000 | 40'000 | 2'535 | 2'935 | 100.00% | 100.00% |
05.12.2014 | 14.98% | 0.07 | 0.08 | 40'000 | 40'000 | 40'000 | 40'000 | 2'479 | 2'879 | 100.00% | 100.00% |
04.12.2014 | 15.41% | 0.05 | 0.06 | 40'000 | 40'000 | 40'000 | 40'000 | 2'438 | 2'838 | 100.00% | 100.00% |