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 | 80'000 | 80'000 | 80'000 | 80'000 | 49'945 | 50'745 | 99.59% | 99.59% |
17.12.2015 | 1.49% | 0.61 | 0.62 | 80'000 | 80'000 | 80'000 | 80'000 | 53'429 | 54'229 | 99.65% | 99.65% |
16.12.2015 | 1.57% | 0.61 | 0.62 | 80'000 | 80'000 | 80'000 | 80'000 | 50'711 | 51'511 | 99.71% | 99.71% |
15.12.2015 | 1.85% | 0.57 | 0.58 | 80'000 | 80'000 | 80'000 | 80'000 | 42'927 | 43'727 | 99.74% | 99.74% |
14.12.2015 | 1.76% | 0.48 | 0.49 | 80'000 | 80'000 | 80'000 | 80'000 | 45'046 | 45'846 | 98.51% | 98.51% |
11.12.2015 | 1.71% | 0.55 | 0.56 | 80'000 | 80'000 | 80'000 | 80'000 | 46'419 | 47'219 | 84.17% | 84.17% |
10.12.2015 | 1.73% | 0.61 | 0.62 | 80'000 | 80'000 | 80'000 | 80'000 | 45'990 | 46'790 | 89.97% | 89.97% |
09.12.2015 | 1.64% | 0.59 | 0.60 | 80'000 | 80'000 | 80'000 | 80'000 | 48'539 | 49'339 | 87.50% | 87.50% |
08.12.2015 | 1.53% | 0.63 | 0.64 | 80'000 | 80'000 | 80'000 | 80'000 | 52'082 | 52'882 | 83.31% | 83.31% |