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 | 12.31% | 0.22 | 0.25 | 230'000 | 200'000 | 242'865 | 200'000 | 50'259 | 46'867 | 100.00% | 100.00% |
17.12.2015 | 10.09% | 0.23 | 0.25 | 220'000 | 200'000 | 203'655 | 200'000 | 53'503 | 58'222 | 99.77% | 99.77% |
16.12.2015 | 10.89% | 0.22 | 0.25 | 230'000 | 200'000 | 208'768 | 200'000 | 50'371 | 53'864 | 100.00% | 100.00% |
15.12.2015 | 12.18% | 0.24 | 0.26 | 210'000 | 200'000 | 235'207 | 200'000 | 50'456 | 48'525 | 99.80% | 99.80% |
14.12.2015 | 13.68% | 0.17 | 0.20 | 300'000 | 200'000 | 264'943 | 200'000 | 50'653 | 43'982 | 100.00% | 100.00% |
11.12.2015 | 12.61% | 0.19 | 0.22 | 270'000 | 200'000 | 243'215 | 200'000 | 50'609 | 47'477 | 100.00% | 100.00% |
10.12.2015 | 10.87% | 0.23 | 0.26 | 220'000 | 200'000 | 208'159 | 200'000 | 50'517 | 54'190 | 99.26% | 99.26% |
09.12.2015 | 8.62% | 0.31 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 60'947 | 66'434 | 100.00% | 100.00% |
08.12.2015 | 7.15% | 0.35 | 0.38 | 200'000 | 200'000 | 200'000 | 200'000 | 77'578 | 83'309 | 98.85% | 100.00% |