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 | 11.03% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 90'999 | 100'999 | 99.79% | 99.79% |
18.12.2014 | 3.08% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 322'590 | 332'590 | 99.73% | 99.73% |
17.12.2014 | 4.80% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 204'321 | 214'321 | 100.00% | 100.00% |
16.12.2014 | 6.17% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 159'866 | 169'866 | 99.23% | 99.54% |
15.12.2014 | 3.41% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'545 | 999'514 | 290'972 | 300'956 | 99.48% | 99.48% |
12.12.2014 | 2.56% | 0.37 | 0.38 | 1'000'000 | 1'000'000 | 999'573 | 999'536 | 385'859 | 395'842 | 100.00% | 100.00% |
11.12.2014 | 2.35% | 0.45 | 0.46 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 420'473 | 430'473 | 99.64% | 99.64% |
10.12.2014 | 2.39% | 0.41 | 0.42 | 1'000'000 | 1'000'000 | 999'782 | 999'740 | 413'496 | 423'475 | 99.89% | 99.89% |
09.12.2014 | 2.15% | 0.42 | 0.43 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 460'719 | 470'719 | 99.84% | 99.84% |