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 | 6.21% | 0.34 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 93'807 | 99'807 | 100.00% | 100.00% |
17.12.2015 | 4.85% | 0.35 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 121'258 | 127'258 | 86.28% | 86.28% |
16.12.2015 | 5.79% | 0.30 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 101'097 | 107'097 | 89.26% | 89.26% |
15.12.2015 | 7.95% | 0.29 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 73'102 | 79'102 | 99.10% | 99.10% |
14.12.2015 | 8.08% | 0.18 | 0.19 | 300'000 | 300'000 | 300'000 | 300'000 | 71'707 | 77'698 | 99.78% | 99.78% |
11.12.2015 | 6.90% | 0.25 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 84'368 | 90'368 | 99.75% | 99.75% |
10.12.2015 | 7.54% | 0.31 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 77'347 | 83'347 | 98.81% | 98.81% |
09.12.2015 | 6.87% | 0.27 | 0.29 | 300'000 | 300'000 | 300'000 | 300'000 | 84'613 | 90'613 | 100.00% | 100.00% |
08.12.2015 | 5.67% | 0.33 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 103'040 | 109'040 | 100.00% | 100.00% |