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 | 4.33% | 0.56 | 0.59 | 100'000 | 100'000 | 100'000 | 100'000 | 54'357 | 56'762 | 97.83% | 97.83% |
17.12.2015 | 3.50% | 0.53 | 0.55 | 110'000 | 110'000 | 110'000 | 110'000 | 61'814 | 64'014 | 99.48% | 99.48% |
16.12.2015 | 4.48% | 0.42 | 0.44 | 110'000 | 110'000 | 110'000 | 110'000 | 48'256 | 50'456 | 97.36% | 97.36% |
15.12.2015 | 5.04% | 0.42 | 0.44 | 110'000 | 110'000 | 110'000 | 110'000 | 42'677 | 44'877 | 99.49% | 99.49% |
14.12.2015 | 5.05% | 0.29 | 0.31 | 110'000 | 110'000 | 110'000 | 110'000 | 42'728 | 44'928 | 99.76% | 99.76% |
11.12.2015 | 4.86% | 0.38 | 0.40 | 110'000 | 110'000 | 110'000 | 110'000 | 44'360 | 46'560 | 99.82% | 99.82% |
10.12.2015 | 4.05% | 0.48 | 0.50 | 110'000 | 110'000 | 110'000 | 110'000 | 53'259 | 55'459 | 99.36% | 99.36% |
09.12.2015 | 4.10% | 0.52 | 0.54 | 110'000 | 110'000 | 110'000 | 110'000 | 52'594 | 54'794 | 99.36% | 99.36% |
08.12.2015 | 3.85% | 0.50 | 0.52 | 110'000 | 110'000 | 110'000 | 110'000 | 56'139 | 58'339 | 99.97% | 99.97% |