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 | 7.43% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 130'672 | 140'672 | 100.00% | 100.00% |
18.12.2014 | 8.16% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'930 | 1'000'000 | 117'691 | 127'700 | 99.33% | 99.33% |
17.12.2014 | 11.78% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 79'962 | 89'962 | 99.86% | 99.86% |
16.12.2014 | 13.32% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 71'317 | 81'317 | 100.00% | 100.00% |
15.12.2014 | 9.25% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 104'081 | 114'081 | 99.16% | 99.16% |
12.12.2014 | 8.37% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 114'765 | 124'765 | 99.23% | 99.23% |
11.12.2014 | 7.13% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 135'448 | 145'448 | 99.58% | 99.58% |
10.12.2014 | 6.52% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 148'418 | 158'418 | 100.00% | 100.00% |
09.12.2014 | 6.14% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 158'454 | 168'454 | 100.00% | 100.00% |