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 | - | 5.75 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.65% |
17.12.2015 | - | 6.33 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.02% |
16.12.2015 | - | 6.01 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.34% |
15.12.2015 | - | 6.13 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
14.12.2015 | 0.37% | 5.16 | 5.18 | 100'000 | 100'000 | 100'000 | 100'000 | 542'135 | 544'135 | 87.07% | 87.07% |
11.12.2015 | 0.17% | 5.70 | 5.71 | 100'000 | 100'000 | 100'000 | 100'000 | 600'649 | 601'649 | 81.19% | 81.19% |
10.12.2015 | 0.16% | 6.40 | 6.41 | 100'000 | 100'000 | 100'000 | 100'000 | 627'140 | 628'140 | 99.98% | 99.98% |
09.12.2015 | 0.15% | 6.73 | 6.74 | 100'000 | 100'000 | 135'684 | 100'000 | 919'041 | 673'873 | 92.32% | 92.32% |
08.12.2015 | 0.15% | 6.94 | 6.95 | 500'000 | 100'000 | 500'000 | 100'000 | 3'322'250 | 665'450 | 99.99% | 99.99% |