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 | - | - |
18.12.2015 | 1.59% | 0.65 | 0.66 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 625'531 | 635'531 | 99.95% | 99.95% |
17.12.2015 | 1.56% | 0.61 | 0.62 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 637'148 | 647'148 | 99.94% | 99.94% |
16.12.2015 | 2.17% | 0.47 | 0.48 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 457'734 | 467'734 | 99.97% | 99.97% |
15.12.2015 | 2.47% | 0.44 | 0.45 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 400'623 | 410'623 | 99.98% | 99.98% |
14.12.2015 | 2.60% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 380'331 | 390'331 | 99.33% | 99.33% |
11.12.2015 | 2.37% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 418'293 | 428'293 | 99.82% | 99.82% |
10.12.2015 | 1.93% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 513'422 | 523'422 | 99.94% | 99.94% |
09.12.2015 | 1.90% | 0.53 | 0.54 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 522'377 | 532'377 | 99.22% | 99.22% |
08.12.2015 | 1.69% | 0.57 | 0.58 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 586'694 | 596'694 | 99.86% | 99.86% |