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 | 10.40% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'995 | 1'000'000 | 91'280 | 101'281 | 99.79% | 99.79% |
18.12.2014 | 12.86% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 73'275 | 83'275 | 99.73% | 99.73% |
17.12.2014 | 21.33% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'208 | 52'208 | 100.00% | 100.00% |
16.12.2014 | 26.77% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'911 | 42'911 | 99.56% | 99.56% |
15.12.2014 | 18.30% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 50'462 | 60'462 | 99.47% | 99.47% |
12.12.2014 | 15.06% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'590 | 71'590 | 100.00% | 100.00% |
11.12.2014 | 11.74% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 80'349 | 90'349 | 99.63% | 99.63% |
10.12.2014 | 9.68% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 98'728 | 108'728 | 99.88% | 99.88% |
09.12.2014 | 8.96% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 106'929 | 116'929 | 99.84% | 99.84% |