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 | 5.87% | 0.17 | 0.18 | 350'000 | 350'000 | 350'000 | 350'000 | 57'933 | 61'433 | 95.62% | 95.62% |
17.12.2015 | 5.31% | 0.17 | 0.18 | 350'000 | 350'000 | 350'000 | 350'000 | 64'246 | 67'746 | 98.20% | 98.20% |
16.12.2015 | 6.56% | 0.15 | 0.16 | 350'000 | 350'000 | 350'000 | 350'000 | 51'710 | 55'210 | 98.39% | 98.39% |
15.12.2015 | 7.22% | 0.14 | 0.15 | 350'000 | 350'000 | 350'000 | 350'000 | 46'933 | 50'433 | 99.37% | 99.37% |
14.12.2015 | 8.17% | 0.09 | 0.10 | 350'000 | 350'000 | 350'000 | 350'000 | 41'450 | 44'950 | 97.24% | 97.24% |
11.12.2015 | 7.77% | 0.12 | 0.13 | 350'000 | 350'000 | 350'000 | 350'000 | 43'434 | 46'934 | 98.42% | 98.42% |
10.12.2015 | 6.67% | 0.14 | 0.15 | 350'000 | 350'000 | 350'000 | 350'000 | 50'784 | 54'284 | 99.93% | 99.93% |
09.12.2015 | 6.51% | 0.15 | 0.16 | 350'000 | 350'000 | 350'000 | 350'000 | 52'186 | 55'686 | 99.86% | 99.86% |
08.12.2015 | 5.91% | 0.16 | 0.17 | 350'000 | 350'000 | 350'000 | 350'000 | 57'567 | 61'067 | 100.00% | 100.00% |