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 | 1.57% | 1.25 | 1.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'266'670 | 1'286'670 | 99.76% | 99.76% |
18.12.2014 | 1.72% | 1.19 | 1.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'154'880 | 1'174'880 | 99.97% | 99.97% |
17.12.2014 | 2.06% | 0.99 | 1.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 962'748 | 982'748 | 100.00% | 100.00% |
16.12.2014 | 2.17% | 0.98 | 1.00 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 913'461 | 933'461 | 99.47% | 99.47% |
15.12.2014 | 1.83% | 0.98 | 1.00 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'081'960 | 1'101'960 | 99.45% | 99.45% |
12.12.2014 | 1.75% | 1.14 | 1.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'132'130 | 1'152'130 | 100.00% | 100.00% |
11.12.2014 | 1.71% | 1.18 | 1.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'162'180 | 1'182'180 | 99.64% | 99.64% |
10.12.2014 | 1.67% | 1.18 | 1.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'190'100 | 1'210'100 | 99.80% | 99.80% |
09.12.2014 | 1.61% | 1.16 | 1.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'237'180 | 1'257'180 | 99.83% | 99.83% |