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 | 3.31% | 0.72 | 0.74 | 275'000 | 275'000 | 274'997 | 275'000 | 164'511 | 170'013 | 85.03% | 85.03% |
17.12.2015 | 1.25% | 0.73 | 0.75 | 450'000 | 450'000 | 450'000 | 450'000 | 375'103 | 379'777 | 79.17% | 79.17% |
16.12.2015 | 2.32% | 0.38 | 0.39 | 450'000 | 450'000 | 437'963 | 437'963 | 189'314 | 193'694 | 69.52% | 69.52% |
15.12.2015 | 6.48% | 0.33 | 0.34 | 550'000 | 550'000 | 571'231 | 571'231 | 161'298 | 171'514 | 94.90% | 94.90% |
14.12.2015 | 11.40% | 0.18 | 0.21 | 550'000 | 550'000 | 527'585 | 527'585 | 135'265 | 151'092 | 88.13% | 88.13% |
11.12.2015 | 7.42% | 0.32 | 0.35 | 450'000 | 450'000 | 410'223 | 410'223 | 162'490 | 174'797 | 79.80% | 79.80% |
10.12.2015 | 4.75% | 0.63 | 0.66 | 350'000 | 350'000 | 369'061 | 369'061 | 228'275 | 239'347 | 95.59% | 95.59% |
09.12.2015 | 4.32% | 0.71 | 0.74 | 350'000 | 350'000 | 350'000 | 350'000 | 239'045 | 249'545 | 94.69% | 94.69% |
08.12.2015 | 3.32% | 0.81 | 0.84 | 300'000 | 300'000 | 300'000 | 300'000 | 269'975 | 278'975 | 92.39% | 92.39% |