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 | 18.62% | 0.15 | 0.18 | 80'000 | 80'000 | 80'000 | 80'000 | 11'720 | 14'120 | 98.53% | 98.53% |
17.12.2015 | 17.00% | 0.17 | 0.20 | 80'000 | 80'000 | 80'000 | 80'000 | 12'936 | 15'336 | 98.56% | 98.56% |
16.12.2015 | 19.96% | 0.10 | 0.12 | 100'000 | 100'000 | 104'130 | 104'130 | 9'604 | 11'686 | 95.89% | 95.91% |
15.12.2015 | 18.75% | 0.07 | 0.09 | 130'000 | 130'000 | 134'124 | 134'124 | 8'937 | 10'793 | 92.72% | 92.72% |
14.12.2015 | 19.16% | 0.04 | 0.05 | 150'000 | 150'000 | 149'994 | 150'000 | 7'328 | 8'829 | 97.08% | 97.08% |
11.12.2015 | 16.02% | 0.05 | 0.06 | 150'000 | 150'000 | 141'901 | 141'901 | 8'357 | 9'776 | 99.50% | 99.50% |
10.12.2015 | 10.05% | 0.09 | 0.10 | 120'000 | 120'000 | 120'000 | 120'000 | 11'390 | 12'590 | 99.08% | 99.08% |
09.12.2015 | 10.82% | 0.10 | 0.11 | 130'000 | 130'000 | 125'914 | 125'914 | 11'168 | 12'427 | 98.93% | 98.93% |
08.12.2015 | 9.76% | 0.09 | 0.10 | 120'000 | 120'000 | 120'000 | 120'000 | 11'862 | 13'062 | 99.52% | 99.52% |