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 | 1.61% | 0.60 | 0.61 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 616'673 | 626'673 | 99.76% | 99.76% |
18.12.2014 | 1.97% | 0.54 | 0.55 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 504'874 | 514'874 | 99.97% | 99.97% |
17.12.2014 | 3.14% | 0.34 | 0.35 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 313'618 | 323'618 | 100.00% | 100.00% |
16.12.2014 | 3.62% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 273'002 | 283'002 | 99.47% | 99.47% |
15.12.2014 | 2.30% | 0.34 | 0.35 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 433'289 | 443'289 | 99.45% | 99.45% |
12.12.2014 | 2.05% | 0.49 | 0.50 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 482'204 | 492'204 | 100.00% | 100.00% |
11.12.2014 | 1.93% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 513'094 | 523'094 | 99.64% | 99.64% |
10.12.2014 | 1.84% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 540'098 | 550'098 | 99.80% | 99.80% |
09.12.2014 | 1.69% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 587'640 | 597'640 | 99.83% | 99.83% |