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 | 2.37% | 1.36 | 1.39 | 50'000 | 50'000 | 50'000 | 50'000 | 68'103 | 69'734 | 98.33% | 98.33% |
17.12.2015 | 1.57% | 1.44 | 1.46 | 50'000 | 50'000 | 50'000 | 50'000 | 74'421 | 75'597 | 94.28% | 94.28% |
16.12.2015 | 1.53% | 1.47 | 1.49 | 50'000 | 50'000 | 50'000 | 50'000 | 72'504 | 73'624 | 84.42% | 84.42% |
15.12.2015 | 1.92% | 1.45 | 1.47 | 50'000 | 50'000 | 47'132 | 42'829 | 67'266 | 62'416 | 98.68% | 98.68% |
14.12.2015 | 3.02% | 1.29 | 1.33 | 40'000 | 25'000 | 40'000 | 25'000 | 54'696 | 35'233 | 98.20% | 98.20% |
11.12.2015 | 2.78% | 1.50 | 1.54 | 40'000 | 25'000 | 40'618 | 26'544 | 58'902 | 39'714 | 99.47% | 99.47% |
10.12.2015 | 2.63% | 1.56 | 1.60 | 40'000 | 25'000 | 35'943 | 25'003 | 59'731 | 42'779 | 94.09% | 94.09% |
09.12.2015 | 1.62% | 1.37 | 1.39 | 50'000 | 50'000 | 81'273 | 81'278 | 108'955 | 110'746 | 100.00% | 100.00% |
08.12.2015 | 1.74% | 1.23 | 1.25 | 100'000 | 100'000 | 100'000 | 100'000 | 126'552 | 128'767 | 100.00% | 100.00% |