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 | 2.64% | 0.78 | 0.80 | 50'000 | 50'000 | 50'000 | 50'000 | 37'450 | 38'450 | 99.47% | 99.47% |
17.12.2015 | 2.25% | 0.81 | 0.83 | 60'000 | 60'000 | 60'000 | 60'000 | 53'012 | 54'212 | 99.54% | 99.54% |
16.12.2015 | 2.40% | 0.82 | 0.84 | 60'000 | 60'000 | 60'000 | 60'000 | 49'562 | 50'762 | 99.72% | 99.72% |
15.12.2015 | 3.16% | 0.71 | 0.73 | 60'000 | 60'000 | 60'000 | 60'000 | 37'425 | 38'625 | 99.74% | 99.74% |
14.12.2015 | 3.60% | 0.48 | 0.50 | 60'000 | 60'000 | 60'000 | 60'000 | 32'931 | 34'131 | 99.91% | 99.91% |
11.12.2015 | 3.12% | 0.59 | 0.61 | 60'000 | 60'000 | 60'000 | 60'000 | 38'066 | 39'266 | 100.00% | 100.00% |
10.12.2015 | 2.90% | 0.65 | 0.67 | 60'000 | 60'000 | 60'000 | 60'000 | 40'792 | 41'992 | 99.51% | 99.51% |
09.12.2015 | 2.61% | 0.75 | 0.77 | 60'000 | 60'000 | 60'000 | 60'000 | 45'441 | 46'641 | 96.68% | 96.68% |
08.12.2015 | 2.30% | 0.85 | 0.87 | 60'000 | 60'000 | 60'000 | 60'000 | 51'530 | 52'730 | 98.24% | 98.24% |