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 | 1.13% | 0.86 | 0.87 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 883'728 | 893'728 | 99.75% | 99.75% |
18.12.2014 | 1.29% | 0.81 | 0.82 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 771'691 | 781'691 | 99.97% | 99.97% |
17.12.2014 | 1.71% | 0.60 | 0.61 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 578'580 | 588'580 | 100.00% | 100.00% |
16.12.2014 | 1.86% | 0.59 | 0.60 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 532'981 | 542'981 | 99.47% | 99.47% |
15.12.2014 | 1.42% | 0.60 | 0.61 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 699'451 | 709'451 | 99.45% | 99.45% |
12.12.2014 | 1.33% | 0.76 | 0.77 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 749'775 | 759'775 | 100.00% | 100.00% |
11.12.2014 | 1.28% | 0.80 | 0.81 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 778'527 | 788'527 | 99.64% | 99.64% |
10.12.2014 | 1.23% | 0.80 | 0.81 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 807'397 | 817'397 | 99.80% | 99.80% |
09.12.2014 | 1.17% | 0.77 | 0.78 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 853'860 | 863'860 | 99.83% | 99.83% |