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 | 33,83% | 0,01 | 0,02 | 1 000 000 | 1 000 000 | 999 633 | 999 879 | 92 888 | 102 915 | 31,16% | 78,79% |
14/01/2015 | 6,74% | 0,11 | 0,12 | 1 000 000 | 1 000 000 | 999 959 | 999 876 | 149 794 | 159 784 | 99,89% | 99,89% |
13/01/2015 | 5,70% | 0,23 | 0,24 | 1 000 000 | 1 000 000 | 999 920 | 999 951 | 179 002 | 189 006 | 99,99% | 99,99% |
12/01/2015 | 7,87% | 0,11 | 0,12 | 1 000 000 | 1 000 000 | 999 977 | 999 968 | 125 310 | 135 308 | 99,97% | 99,97% |
09/01/2015 | 8,05% | 0,08 | 0,09 | 940 000 | 1 000 000 | 999 919 | 999 886 | 121 269 | 131 264 | 99,09% | 99,09% |
08/01/2015 | 11,58% | 0,13 | 0,14 | 1 000 000 | 1 000 000 | 999 845 | 1 000 000 | 84 708 | 94 719 | 99,64% | 99,64% |
07/01/2015 | 28,28% | 0,03 | 0,04 | 1 000 000 | 1 000 000 | 999 944 | 999 950 | 30 590 | 40 590 | 100,00% | 100,00% |
06/01/2015 | 20,22% | 0,03 | 0,04 | 1 000 000 | 1 000 000 | 999 948 | 999 846 | 46 109 | 56 104 | 99,99% | 99,99% |
05/01/2015 | 13,27% | 0,05 | 0,06 | 1 000 000 | 1 000 000 | 999 880 | 999 945 | 74 482 | 84 485 | 99,97% | 99,97% |