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 | 8.12% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 123'285 | 133'285 | 99.79% | 99.79% |
18.12.2014 | 55.88% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'044 | 24'044 | 44.44% | 99.73% |
17.12.2014 | 14.67% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'856 | 73'856 | 100.00% | 100.00% |
16.12.2014 | 8.85% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 111'647 | 121'647 | 99.54% | 99.54% |
15.12.2014 | 23.36% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'340 | 1'000'000 | 39'712 | 49'744 | 99.48% | 99.48% |
12.12.2014 | 34.91% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'801 | 1'000'000 | 24'550 | 34'556 | 100.00% | 100.00% |
11.12.2014 | 40.73% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'865 | 29'865 | 99.63% | 99.63% |
10.12.2014 | 39.06% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'821 | 30'821 | 99.89% | 99.89% |
09.12.2014 | 56.25% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'965 | 23'965 | 99.84% | 99.84% |