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 | 4.89% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 119'879 | 125'888 | 100.00% | 100.00% |
17.12.2015 | 4.44% | 0.38 | 0.40 | 300'000 | 300'000 | 300'000 | 300'000 | 132'815 | 138'816 | 69.78% | 69.78% |
16.12.2015 | 4.66% | 0.39 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 125'919 | 131'923 | 100.00% | 100.00% |
15.12.2015 | 6.01% | 0.36 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 97'104 | 103'104 | 99.90% | 99.90% |
14.12.2015 | 5.53% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 299'999 | 106'203 | 112'206 | 99.94% | 99.94% |
11.12.2015 | 5.21% | 0.35 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 112'612 | 118'612 | 99.92% | 99.92% |
10.12.2015 | 5.25% | 0.40 | 0.42 | 300'000 | 300'000 | 300'000 | 300'000 | 111'734 | 117'734 | 98.39% | 98.39% |
09.12.2015 | 4.82% | 0.39 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 121'568 | 127'568 | 99.70% | 99.70% |
08.12.2015 | 4.38% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 299'999 | 134'426 | 140'428 | 100.00% | 100.00% |