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 | - | - |
18.01.2016 | 1.14% | 43.49 | 43.99 | 250'000 | 250'000 | 250'000 | 250'000 | 108'609 | 109'859 | 96.48% | 96.48% |
15.01.2016 | 1.15% | 43.52 | 44.02 | 250'000 | 250'000 | 250'000 | 250'000 | 108'440 | 109'690 | 99.83% | 99.83% |
14.01.2016 | 1.14% | 43.12 | 43.62 | 250'000 | 250'000 | 250'000 | 250'000 | 109'284 | 110'534 | 98.10% | 98.10% |
13.01.2016 | 1.15% | 44.17 | 44.67 | 250'000 | 250'000 | 250'000 | 250'000 | 108'452 | 109'702 | 96.50% | 96.50% |
12.01.2016 | 1.15% | 43.06 | 43.56 | 250'000 | 250'000 | 250'000 | 250'000 | 107'955 | 109'205 | 100.00% | 100.00% |
11.01.2016 | 1.14% | 43.71 | 44.21 | 250'000 | 250'000 | 250'000 | 250'000 | 109'368 | 110'618 | 97.20% | 97.20% |
08.01.2016 | 1.13% | 43.86 | 44.36 | 250'000 | 250'000 | 250'000 | 250'000 | 109'616 | 110'866 | 99.60% | 99.60% |
07.01.2016 | 1.13% | 44.23 | 44.73 | 250'000 | 250'000 | 250'000 | 250'000 | 109'630 | 110'880 | 99.78% | 99.78% |
06.01.2016 | 1.14% | 43.66 | 44.16 | 250'000 | 250'000 | 250'000 | 250'000 | 109'259 | 110'509 | 99.86% | 99.86% |