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 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.79% |
18.12.2014 | 11.63% | 0.14 | 0.16 | 1'000'000 | 1'000'000 | 999'802 | 1'000'000 | 114'587 | 128'983 | 99.73% | 99.73% |
17.12.2014 | 21.14% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'897 | 999'956 | 43'863 | 53'865 | 100.00% | 100.00% |
16.12.2014 | 30.63% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'789 | 999'958 | 30'142 | 40'148 | 99.54% | 99.54% |
15.12.2014 | 9.12% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'754 | 999'792 | 108'737 | 118'742 | 99.33% | 99.48% |
12.12.2014 | 5.11% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'195 | 999'211 | 191'260 | 201'262 | 100.00% | 100.00% |
11.12.2014 | 4.43% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 999'458 | 999'271 | 221'652 | 231'610 | 98.85% | 98.94% |
10.12.2014 | 4.51% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'819 | 999'626 | 217'030 | 226'987 | 99.73% | 99.88% |
09.12.2014 | 3.82% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'854 | 999'933 | 258'127 | 268'148 | 99.84% | 99.84% |