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 | 0.98% | 1.00 | 1.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'016'670 | 1'026'670 | 99.76% | 99.76% |
18.12.2014 | 1.10% | 0.94 | 0.95 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 904'875 | 914'875 | 99.97% | 99.97% |
17.12.2014 | 1.39% | 0.74 | 0.75 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 712'747 | 722'747 | 100.00% | 100.00% |
16.12.2014 | 1.49% | 0.73 | 0.74 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 666'262 | 676'262 | 99.47% | 99.47% |
15.12.2014 | 1.20% | 0.73 | 0.74 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 832'247 | 842'247 | 99.45% | 99.45% |
12.12.2014 | 1.13% | 0.89 | 0.90 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 882'126 | 892'126 | 100.00% | 100.00% |
11.12.2014 | 1.09% | 0.93 | 0.94 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 912'173 | 922'173 | 99.63% | 99.63% |
10.12.2014 | 1.06% | 0.93 | 0.94 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 940'099 | 950'099 | 99.80% | 99.80% |
09.12.2014 | 1.01% | 0.91 | 0.92 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 987'178 | 997'178 | 99.84% | 99.84% |