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 | 0.55% | 1.81 | 1.82 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'826'680 | 1'836'680 | 99.77% | 99.77% |
18.12.2014 | 0.58% | 1.75 | 1.76 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'714'870 | 1'724'870 | 99.97% | 99.97% |
17.12.2014 | 0.65% | 1.55 | 1.56 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'522'750 | 1'532'750 | 100.00% | 100.00% |
16.12.2014 | 0.68% | 1.54 | 1.55 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'473'460 | 1'483'460 | 99.47% | 99.47% |
15.12.2014 | 0.61% | 1.54 | 1.55 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'641'960 | 1'651'960 | 99.45% | 99.45% |
12.12.2014 | 0.59% | 1.70 | 1.71 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'692'130 | 1'702'130 | 100.00% | 100.00% |
11.12.2014 | 0.58% | 1.74 | 1.75 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'722'170 | 1'732'170 | 99.64% | 99.64% |
10.12.2014 | 0.57% | 1.74 | 1.75 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'750'100 | 1'760'100 | 99.80% | 99.80% |
09.12.2014 | 0.56% | 1.72 | 1.73 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'797'180 | 1'807'180 | 99.83% | 99.83% |