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 | 8.64% | 0.36 | 0.39 | 140'000 | 50'000 | 143'070 | 50'000 | 51'738 | 19'734 | 98.33% | 98.33% |
17.12.2015 | 4.74% | 0.44 | 0.46 | 120'000 | 50'000 | 106'884 | 50'000 | 51'838 | 25'597 | 94.28% | 94.28% |
16.12.2015 | 4.64% | 0.47 | 0.49 | 110'000 | 50'000 | 114'724 | 50'000 | 52'351 | 23'920 | 84.42% | 84.42% |
15.12.2015 | 6.12% | 0.46 | 0.49 | 110'000 | 50'000 | 116'713 | 42'829 | 51'941 | 20'529 | 98.68% | 98.68% |
14.12.2015 | 9.70% | 0.35 | 0.39 | 150'000 | 25'000 | 125'852 | 25'000 | 51'931 | 11'418 | 98.20% | 98.20% |
11.12.2015 | 8.06% | 0.54 | 0.58 | 100'000 | 25'000 | 107'308 | 26'544 | 52'312 | 14'345 | 99.47% | 99.47% |
10.12.2015 | 6.19% | 0.59 | 0.63 | 90'000 | 25'000 | 78'064 | 25'003 | 53'672 | 18'352 | 94.09% | 94.09% |
09.12.2015 | 5.41% | 0.41 | 0.43 | 130'000 | 50'000 | 131'348 | 81'278 | 51'740 | 33'786 | 100.00% | 100.00% |
08.12.2015 | 6.37% | 0.30 | 0.32 | 170'000 | 100'000 | 158'209 | 100'000 | 51'721 | 35'311 | 100.00% | 100.00% |