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 | 2.81% | 0.71 | 0.73 | 285'000 | 285'000 | 285'000 | 285'000 | 199'767 | 205'467 | 97.69% | 97.69% |
17.12.2015 | 2.61% | 0.73 | 0.75 | 500'000 | 500'000 | 367'821 | 367'821 | 278'197 | 285'554 | 94.86% | 94.86% |
16.12.2015 | 2.67% | 0.72 | 0.74 | 500'000 | 500'000 | 366'050 | 366'050 | 269'841 | 277'162 | 95.16% | 95.16% |
15.12.2015 | 2.63% | 0.76 | 0.78 | 500'000 | 500'000 | 241'178 | 241'178 | 181'350 | 186'174 | 92.87% | 92.87% |
14.12.2015 | 2.59% | 0.73 | 0.75 | 500'000 | 500'000 | 366'667 | 366'667 | 277'944 | 285'278 | 93.24% | 93.24% |
11.12.2015 | 2.46% | 0.78 | 0.80 | 500'000 | 500'000 | 365'698 | 365'698 | 292'363 | 299'677 | 96.40% | 96.40% |
10.12.2015 | 2.42% | 0.82 | 0.84 | 500'000 | 500'000 | 366'564 | 366'564 | 298'904 | 306'235 | 90.69% | 90.69% |
09.12.2015 | 2.33% | 0.83 | 0.85 | 500'000 | 500'000 | 366'524 | 366'524 | 310'390 | 317'720 | 98.02% | 98.02% |
08.12.2015 | 1.38% | 0.86 | 0.88 | 500'000 | 500'000 | 366'873 | 366'918 | 314'326 | 318'983 | 94.52% | 94.52% |