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 | 4.21% | 0.45 | 0.47 | 1'000'000 | 1'000'000 | 999'987 | 1'000'000 | 466'668 | 486'675 | 99.77% | 99.77% |
18.12.2014 | 3.81% | 0.39 | 0.41 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 364'291 | 378'620 | 99.97% | 99.97% |
17.12.2014 | 5.19% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 187'909 | 197'909 | 100.00% | 100.00% |
16.12.2014 | 6.28% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 156'845 | 166'845 | 99.47% | 99.47% |
15.12.2014 | 3.30% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'957 | 1'000'000 | 304'034 | 314'049 | 99.45% | 99.45% |
12.12.2014 | 2.80% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 352'211 | 362'211 | 100.00% | 100.00% |
11.12.2014 | 2.58% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 383'013 | 393'013 | 99.64% | 99.64% |
10.12.2014 | 2.41% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 410'095 | 420'099 | 99.79% | 99.79% |
09.12.2014 | 2.19% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 999'975 | 999'993 | 454'741 | 464'751 | 99.83% | 99.83% |