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 | 2.43% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 407'308 | 417'308 | 99.77% | 99.77% |
18.12.2014 | 3.06% | 0.35 | 0.36 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 322'596 | 332'596 | 99.97% | 99.97% |
17.12.2014 | 3.53% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 278'214 | 288'214 | 100.00% | 100.00% |
16.12.2014 | 5.12% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 192'261 | 202'261 | 99.47% | 99.47% |
15.12.2014 | 3.53% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 279'779 | 289'779 | 99.44% | 99.44% |
12.12.2014 | 2.92% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 337'836 | 347'836 | 100.00% | 100.00% |
11.12.2014 | 2.66% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 371'005 | 381'005 | 99.64% | 99.64% |
10.12.2014 | 2.53% | 0.39 | 0.40 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 390'516 | 400'516 | 99.88% | 99.88% |
09.12.2014 | 2.40% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 413'085 | 423'085 | 99.83% | 99.83% |