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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.12.2014 | 16.67% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'847 | 1'000'000 | 59'541 | 69'554 | 99.93% | 99.93% |
17.12.2014 | 32.74% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'441 | 1'000'000 | 26'334 | 36'350 | 99.98% | 99.98% |
16.12.2014 | 35.52% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'855 | 999'886 | 23'998 | 33'998 | 99.57% | 99.57% |
15.12.2014 | 12.98% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'943 | 999'821 | 77'855 | 87'841 | 95.02% | 95.02% |
12.12.2014 | 6.36% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'624 | 999'119 | 152'983 | 162'891 | 99.99% | 99.99% |
11.12.2014 | 4.35% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 999'223 | 999'249 | 226'213 | 236'218 | 99.61% | 99.61% |
10.12.2014 | 3.67% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 999'046 | 999'056 | 268'581 | 278'579 | 99.83% | 99.83% |
09.12.2014 | 3.06% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 999'863 | 999'750 | 328'274 | 338'242 | 99.80% | 99.80% |