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 | - | - |
17.12.2015 | 2.68% | 0.37 | 0.38 | 400'000 | 400'000 | 400'000 | 400'000 | 147'528 | 151'528 | 100.00% | 100.00% |
16.12.2015 | 3.31% | 0.26 | 0.27 | 400'000 | 400'000 | 400'000 | 400'000 | 119'142 | 123'142 | 100.00% | 100.00% |
15.12.2015 | 3.83% | 0.31 | 0.32 | 400'000 | 400'000 | 400'000 | 400'000 | 103'217 | 107'217 | 100.00% | 100.00% |
14.12.2015 | 4.07% | 0.21 | 0.22 | 400'000 | 400'000 | 400'000 | 400'000 | 96'874 | 100'874 | 100.00% | 100.00% |
11.12.2015 | 3.54% | 0.26 | 0.27 | 400'000 | 400'000 | 400'000 | 400'000 | 111'579 | 115'579 | 100.00% | 100.00% |
10.12.2015 | 3.41% | 0.30 | 0.31 | 400'000 | 400'000 | 400'000 | 400'000 | 115'432 | 119'432 | 99.32% | 99.32% |
09.12.2015 | 3.17% | 0.28 | 0.29 | 400'000 | 400'000 | 400'000 | 400'000 | 124'568 | 128'568 | 100.00% | 100.00% |
08.12.2015 | 2.68% | 0.35 | 0.36 | 400'000 | 400'000 | 400'000 | 400'000 | 147'733 | 151'733 | 99.87% | 99.87% |
07.12.2015 | 2.32% | 0.43 | 0.44 | 400'000 | 400'000 | 400'000 | 400'000 | 170'100 | 174'100 | 100.00% | 100.00% |