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 | 5.03% | 0.31 | 0.32 | 200'000 | 200'000 | 200'000 | 200'000 | 58'034 | 61'026 | 90.75% | 90.75% |
17.12.2015 | 4.68% | 0.28 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 60'559 | 63'451 | 98.56% | 98.56% |
16.12.2015 | 8.24% | 0.18 | 0.19 | 280'000 | 200'000 | 300'416 | 200'000 | 50'884 | 37'061 | 100.00% | 100.00% |
15.12.2015 | 10.36% | 0.17 | 0.18 | 300'000 | 200'000 | 370'980 | 199'901 | 50'663 | 30'512 | 100.00% | 100.00% |
14.12.2015 | 11.04% | 0.09 | 0.10 | 500'000 | 200'000 | 395'119 | 200'000 | 50'467 | 28'779 | 100.00% | 100.00% |
11.12.2015 | 9.42% | 0.13 | 0.15 | 390'000 | 200'000 | 335'752 | 200'000 | 50'782 | 33'641 | 100.00% | 100.00% |
10.12.2015 | 6.78% | 0.21 | 0.23 | 240'000 | 200'000 | 232'434 | 200'000 | 50'494 | 46'562 | 99.27% | 99.27% |
09.12.2015 | 6.39% | 0.23 | 0.25 | 220'000 | 200'000 | 224'649 | 200'000 | 50'756 | 48'337 | 100.00% | 100.00% |
08.12.2015 | 5.26% | 0.26 | 0.28 | 200'000 | 200'000 | 200'611 | 200'000 | 55'094 | 57'899 | 99.83% | 99.83% |