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 | 3.58% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 274'730 | 284'730 | 99.77% | 99.77% |
18.12.2014 | 5.18% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'984 | 1'000'000 | 189'443 | 199'446 | 99.97% | 99.97% |
17.12.2014 | 6.67% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'985 | 1'000'000 | 145'226 | 155'228 | 100.00% | 100.00% |
16.12.2014 | 12.47% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 77'865 | 87'865 | 99.47% | 99.47% |
15.12.2014 | 6.44% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 152'562 | 162'562 | 99.44% | 99.44% |
12.12.2014 | 4.72% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 207'521 | 217'521 | 100.00% | 100.00% |
11.12.2014 | 4.08% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 240'411 | 250'411 | 99.64% | 99.64% |
10.12.2014 | 3.82% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 256'999 | 266'999 | 99.87% | 99.87% |
09.12.2014 | 3.53% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 279'406 | 289'406 | 99.83% | 99.83% |