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 | 60.72% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'822 | 1'000'000 | 12'228 | 22'231 | 68.95% | 99.76% |
18.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
17.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2014 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.47% |
15.12.2014 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 5.55% | 99.44% |
12.12.2014 | 41.16% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'993 | 29'993 | 100.00% | 100.00% |
11.12.2014 | 28.56% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'018 | 40'018 | 99.64% | 99.64% |
10.12.2014 | 23.16% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'957 | 1'000'000 | 38'763 | 48'765 | 99.88% | 99.88% |
09.12.2014 | 19.28% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 999'958 | 48'605 | 58'603 | 99.84% | 99.84% |