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 | 6.86% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'996 | 1'000'000 | 141'113 | 151'114 | 99.75% | 99.75% |
18.12.2014 | 15.44% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'978 | 1'000'000 | 61'898 | 71'899 | 99.97% | 99.97% |
17.12.2014 | 22.83% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'200 | 49'200 | 100.00% | 100.00% |
16.12.2014 | 53.30% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'527 | 25'527 | 98.22% | 99.47% |
15.12.2014 | 18.28% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'975 | 1'000'000 | 51'955 | 61'956 | 99.44% | 99.44% |
12.12.2014 | 10.30% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 92'856 | 102'856 | 100.00% | 100.00% |
11.12.2014 | 8.01% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 119'862 | 129'862 | 99.64% | 99.64% |
10.12.2014 | 7.28% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 132'804 | 142'804 | 99.88% | 99.88% |
09.12.2014 | 6.44% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 151'759 | 161'759 | 99.83% | 99.83% |