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 | 1.62% | 1.53 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 147'405 | 149'807 | 81.03% | 81.03% |
17.12.2015 | 1.71% | 1.59 | 1.62 | 100'000 | 100'000 | 100'000 | 100'000 | 174'733 | 177'733 | 99.56% | 99.56% |
16.12.2015 | 1.82% | 1.63 | 1.66 | 100'000 | 100'000 | 100'000 | 100'000 | 163'341 | 166'341 | 100.00% | 100.00% |
15.12.2015 | 2.71% | 1.39 | 1.42 | 100'000 | 100'000 | 100'000 | 100'000 | 122'920 | 126'278 | 99.90% | 99.90% |
14.12.2015 | 2.95% | 0.96 | 0.99 | 100'000 | 100'000 | 100'000 | 100'000 | 108'833 | 112'070 | 99.97% | 99.97% |
11.12.2015 | 2.58% | 1.17 | 1.20 | 100'000 | 100'000 | 100'000 | 100'000 | 125'772 | 129'028 | 99.91% | 99.91% |
10.12.2015 | 2.33% | 1.29 | 1.33 | 100'000 | 100'000 | 100'000 | 100'000 | 134'955 | 138'135 | 98.81% | 98.81% |
09.12.2015 | 1.96% | 1.51 | 1.54 | 100'000 | 100'000 | 100'000 | 100'000 | 151'894 | 154'894 | 100.00% | 100.00% |
08.12.2015 | 1.82% | 1.70 | 1.73 | 100'000 | 100'000 | 100'000 | 100'000 | 172'047 | 175'211 | 100.00% | 100.00% |