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 | 2.04% | 0.47 | 0.48 | 1'000'000 | 1'000'000 | 999'981 | 1'000'000 | 486'813 | 496'823 | 99.78% | 99.78% |
18.12.2014 | 1.37% | 0.76 | 0.77 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 723'964 | 733'964 | 99.73% | 99.73% |
17.12.2014 | 1.65% | 0.59 | 0.60 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 601'334 | 611'334 | 100.00% | 100.00% |
16.12.2014 | 1.83% | 0.64 | 0.65 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 543'214 | 553'214 | 99.55% | 99.55% |
15.12.2014 | 1.44% | 0.62 | 0.63 | 1'000'000 | 1'000'000 | 999'993 | 1'000'000 | 690'287 | 700'293 | 99.48% | 99.48% |
12.12.2014 | 1.26% | 0.77 | 0.78 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 787'445 | 797'445 | 100.00% | 100.00% |
11.12.2014 | 1.21% | 0.85 | 0.86 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 822'630 | 832'630 | 99.63% | 99.63% |
10.12.2014 | 1.22% | 0.81 | 0.82 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 815'330 | 825'330 | 99.89% | 99.89% |
09.12.2014 | 1.15% | 0.82 | 0.83 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 863'128 | 873'128 | 99.84% | 99.84% |