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 | - | - |
15.01.2015 | 0.90% | 2.39 | 2.41 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'627'210 | 2'650'290 | 78.70% | 78.70% |
14.01.2015 | 0.74% | 3.97 | 4.00 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'044'140 | 4'074'140 | 99.92% | 99.92% |
13.01.2015 | 0.74% | 4.15 | 4.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'051'800 | 4'081'800 | 100.00% | 100.00% |
12.01.2015 | 0.76% | 3.88 | 3.91 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'921'490 | 3'951'490 | 99.94% | 99.94% |
09.01.2015 | 0.77% | 3.75 | 3.78 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'872'220 | 3'902'220 | 99.09% | 99.09% |
08.01.2015 | 0.80% | 3.88 | 3.91 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'730'820 | 3'760'820 | 99.63% | 99.63% |
07.01.2015 | 0.87% | 3.39 | 3.42 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'424'040 | 3'454'040 | 99.95% | 99.95% |
06.01.2015 | 0.86% | 3.36 | 3.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'487'590 | 3'517'590 | 99.99% | 99.99% |
05.01.2015 | 0.85% | 3.54 | 3.57 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'532'320 | 3'562'320 | 19.19% | 19.19% |