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 | 2.84% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 349'807 | 359'807 | 99.76% | 99.76% |
18.12.2014 | 4.17% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 238'528 | 248'531 | 99.97% | 99.97% |
17.12.2014 | 11.15% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'998 | 1'000'000 | 85'089 | 95'089 | 100.00% | 100.00% |
16.12.2014 | 13.74% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 999'999 | 70'007 | 80'007 | 99.47% | 99.47% |
15.12.2014 | 5.55% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 999'573 | 999'605 | 182'144 | 192'146 | 99.45% | 99.45% |
12.12.2014 | 4.25% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 999'985 | 999'999 | 230'274 | 240'277 | 100.00% | 100.00% |
11.12.2014 | 3.82% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 258'178 | 268'178 | 99.64% | 99.64% |
10.12.2014 | 3.50% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 281'254 | 291'254 | 99.80% | 99.80% |
09.12.2014 | 3.05% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 326'258 | 336'258 | 99.83% | 99.83% |