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 | 4.60% | 0.20 | 0.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 216'662 | 226'662 | 99.75% | 99.75% |
18.12.2014 | 8.76% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'944 | 999'999 | 113'662 | 123'667 | 99.66% | 99.97% |
17.12.2014 | 30.61% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 999'960 | 28'220 | 38'218 | 100.00% | 100.00% |
16.12.2014 | 35.79% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'783 | 1'000'000 | 23'939 | 33'943 | 99.47% | 99.47% |
15.12.2014 | 11.99% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'249 | 999'280 | 84'433 | 94'429 | 99.14% | 99.45% |
12.12.2014 | 7.79% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 999'987 | 999'988 | 123'680 | 133'680 | 99.85% | 100.00% |
11.12.2014 | 6.62% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 999'569 | 999'459 | 147'644 | 157'622 | 99.49% | 99.64% |
10.12.2014 | 5.83% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 166'808 | 176'808 | 99.79% | 99.79% |
09.12.2014 | 4.84% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'435 | 999'437 | 205'765 | 215'763 | 99.84% | 99.84% |