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 | 1.43% | 0.68 | 0.69 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 696'824 | 706'824 | 99.79% | 99.79% |
18.12.2014 | 1.07% | 0.97 | 0.98 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 930'590 | 940'590 | 99.73% | 99.73% |
17.12.2014 | 1.23% | 0.80 | 0.81 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 807'548 | 817'548 | 100.00% | 100.00% |
16.12.2014 | 1.33% | 0.84 | 0.85 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 745'286 | 755'286 | 99.54% | 99.54% |
15.12.2014 | 1.11% | 0.82 | 0.83 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 896'204 | 906'206 | 99.48% | 99.48% |
12.12.2014 | 1.00% | 0.97 | 0.98 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 994'387 | 1'004'390 | 100.00% | 100.00% |
11.12.2014 | 0.97% | 1.06 | 1.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'028'550 | 1'038'550 | 99.63% | 99.63% |
10.12.2014 | 0.98% | 1.02 | 1.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'020'620 | 1'030'620 | 99.88% | 99.88% |
09.12.2014 | 0.93% | 1.03 | 1.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'070'250 | 1'080'250 | 99.84% | 99.84% |