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 | 0.64% | 1.53 | 1.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'549'800 | 1'559'800 | 99.75% | 99.75% |
18.12.2014 | 0.69% | 1.48 | 1.49 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'438'430 | 1'448'430 | 99.97% | 99.97% |
17.12.2014 | 0.80% | 1.27 | 1.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'246'010 | 1'256'010 | 100.00% | 100.00% |
16.12.2014 | 0.83% | 1.26 | 1.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'196'750 | 1'206'750 | 99.47% | 99.47% |
15.12.2014 | 0.73% | 1.26 | 1.27 | 1'000'000 | 1'000'000 | 999'989 | 1'000'000 | 1'365'240 | 1'375'250 | 99.45% | 99.45% |
12.12.2014 | 0.70% | 1.42 | 1.43 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'417'000 | 1'427'000 | 100.00% | 100.00% |
11.12.2014 | 0.69% | 1.47 | 1.48 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'445'470 | 1'455'470 | 99.64% | 99.64% |
10.12.2014 | 0.68% | 1.47 | 1.48 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'472'920 | 1'482'920 | 99.79% | 99.79% |
09.12.2014 | 0.66% | 1.44 | 1.45 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'521'160 | 1'531'160 | 99.83% | 99.83% |