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 | - | - |
15.01.2016 | 1.00% | 60.73 | 61.34 | 500'000 | 84'000 | 500'000 | 84'000 | 303'828 | 51'557 | 100.00% | 100.00% |
14.01.2016 | 1.00% | 62.68 | 63.31 | 500'000 | 84'000 | 500'000 | 84'000 | 304'644 | 51'694 | 100.00% | 100.00% |
13.01.2016 | 1.00% | 60.86 | 61.47 | 500'000 | 84'000 | 500'000 | 84'000 | 306'252 | 51'968 | 100.00% | 100.00% |
12.01.2016 | 1.00% | 60.73 | 61.34 | 500'000 | 84'000 | 500'000 | 84'000 | 306'382 | 51'989 | 100.00% | 100.00% |
11.01.2016 | 1.00% | 59.55 | 60.14 | 500'000 | 84'000 | 500'000 | 84'000 | 299'943 | 50'898 | 100.00% | 100.00% |
08.01.2016 | 1.00% | 59.91 | 60.51 | 500'000 | 84'000 | 500'000 | 84'000 | 304'406 | 51'654 | 100.00% | 100.00% |
07.01.2016 | 1.00% | 60.66 | 61.27 | 500'000 | 84'000 | 500'000 | 84'000 | 300'053 | 50'916 | 98.90% | 98.91% |
06.01.2016 | 1.00% | 62.06 | 62.68 | 500'000 | 84'000 | 500'000 | 84'000 | 307'634 | 52'201 | 98.58% | 98.58% |
05.01.2016 | 1.00% | 63.11 | 63.74 | 500'000 | 84'000 | 500'000 | 84'000 | 313'695 | 53'231 | 100.00% | 100.00% |