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 | 0,67% | 1,61 | 1,62 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 857 100 | 1 867 790 | 78,55% | 78,55% |
14/01/2015 | 0,31% | 3,19 | 3,20 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 264 160 | 3 274 160 | 99,85% | 99,85% |
13/01/2015 | 0,31% | 3,37 | 3,38 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 271 800 | 3 281 800 | 99,99% | 99,99% |
12/01/2015 | 0,32% | 3,10 | 3,11 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 141 500 | 3 151 500 | 99,91% | 99,91% |
09/01/2015 | 0,32% | 2,97 | 2,98 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 3 092 680 | 3 102 680 | 99,09% | 99,09% |
08/01/2015 | 0,34% | 3,10 | 3,11 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 952 000 | 2 962 000 | 99,62% | 99,62% |
07/01/2015 | 0,38% | 2,62 | 2,63 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 648 240 | 2 658 240 | 99,98% | 99,98% |
06/01/2015 | 0,37% | 2,59 | 2,60 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 718 090 | 2 728 090 | 99,99% | 99,99% |
05/01/2015 | 0,35% | 2,77 | 2,78 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 2 882 020 | 2 892 020 | 98,11% | 98,11% |