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 | 40.00% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'000 | 30'000 | 99.77% | 99.77% |
18.12.2014 | 37.65% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'921 | 1'000'000 | 22'051 | 32'053 | 99.97% | 99.97% |
17.12.2014 | 20.57% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 44'099 | 54'099 | 100.00% | 100.00% |
16.12.2014 | 8.92% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 110'255 | 120'255 | 99.47% | 99.47% |
15.12.2014 | 16.65% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'889 | 1'000'000 | 56'437 | 66'442 | 99.44% | 99.44% |
12.12.2014 | 23.11% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 38'605 | 48'605 | 100.00% | 100.00% |
11.12.2014 | 28.57% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'000 | 40'000 | 99.64% | 99.64% |
10.12.2014 | 28.57% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'000 | 40'000 | 99.88% | 99.88% |
09.12.2014 | 37.36% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'314 | 32'314 | 99.83% | 99.83% |