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 | 4.55% | 0.25 | 0.26 | 80'000 | 80'000 | 80'000 | 80'000 | 17'288 | 18'088 | 72.24% | 72.24% |
17.12.2015 | 3.94% | 0.19 | 0.20 | 80'000 | 80'000 | 80'000 | 80'000 | 20'169 | 20'969 | 58.00% | 58.00% |
16.12.2015 | 4.25% | 0.21 | 0.22 | 170'000 | 170'000 | 170'000 | 170'000 | 39'262 | 40'962 | 95.84% | 95.84% |
15.12.2015 | 6.62% | 0.18 | 0.19 | 200'000 | 200'000 | 204'079 | 204'079 | 30'083 | 32'124 | 99.52% | 99.52% |
14.12.2015 | 5.51% | 0.11 | 0.12 | 190'000 | 190'000 | 194'067 | 194'067 | 34'949 | 36'890 | 99.97% | 99.97% |
11.12.2015 | 4.85% | 0.18 | 0.19 | 190'000 | 190'000 | 190'000 | 190'000 | 38'524 | 40'424 | 99.96% | 99.96% |
10.12.2015 | 4.84% | 0.22 | 0.23 | 210'000 | 210'000 | 214'066 | 214'066 | 43'467 | 45'608 | 99.84% | 99.84% |
09.12.2015 | 4.17% | 0.22 | 0.23 | 200'000 | 200'000 | 191'773 | 191'773 | 45'119 | 47'037 | 97.54% | 97.54% |
08.12.2015 | 3.62% | 0.26 | 0.27 | 180'000 | 180'000 | 180'000 | 180'000 | 49'032 | 50'832 | 99.62% | 99.62% |