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 | 1.10% | 1.82 | 1.84 | 145'000 | 145'000 | 145'000 | 145'000 | 262'591 | 265'491 | 100.00% | 100.00% |
17.12.2015 | 1.04% | 1.86 | 1.88 | 285'000 | 285'000 | 192'268 | 192'268 | 368'979 | 372'824 | 98.50% | 98.50% |
16.12.2015 | 1.06% | 1.84 | 1.86 | 285'000 | 285'000 | 192'191 | 192'191 | 360'878 | 364'721 | 96.32% | 96.32% |
15.12.2015 | 1.04% | 1.93 | 1.95 | 285'000 | 285'000 | 128'952 | 128'952 | 246'131 | 248'710 | 97.31% | 97.31% |
14.12.2015 | 1.03% | 1.87 | 1.89 | 285'000 | 285'000 | 192'167 | 192'167 | 368'313 | 372'157 | 96.67% | 96.67% |
11.12.2015 | 0.99% | 1.96 | 1.98 | 285'000 | 285'000 | 192'389 | 192'389 | 387'039 | 390'887 | 99.25% | 99.25% |
10.12.2015 | 0.97% | 2.05 | 2.07 | 285'000 | 285'000 | 193'297 | 193'297 | 395'442 | 399'308 | 95.16% | 95.16% |
09.12.2015 | 0.94% | 2.08 | 2.10 | 285'000 | 285'000 | 191'884 | 191'884 | 404'564 | 408'402 | 98.20% | 98.20% |
08.12.2015 | 0.56% | 2.14 | 2.16 | 285'000 | 285'000 | 192'213 | 192'218 | 408'283 | 410'766 | 99.09% | 99.09% |