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 | 1.58% | 2.00 | 2.03 | 275'000 | 275'000 | 275'000 | 275'000 | 518'251 | 526'501 | 86.73% | 86.73% |
17.12.2015 | 0.53% | 2.01 | 2.04 | 275'000 | 275'000 | 275'000 | 275'000 | 582'532 | 585'626 | 90.98% | 90.98% |
16.12.2015 | 0.64% | 1.50 | 1.51 | 275'000 | 275'000 | 259'795 | 259'795 | 404'263 | 406'861 | 69.31% | 69.31% |
15.12.2015 | 0.77% | 1.37 | 1.38 | 300'000 | 300'000 | 300'000 | 300'000 | 388'704 | 391'704 | 96.82% | 96.82% |
14.12.2015 | 0.83% | 1.03 | 1.04 | 300'000 | 300'000 | 300'000 | 300'000 | 363'536 | 366'536 | 82.00% | 82.00% |
11.12.2015 | 0.70% | 1.29 | 1.30 | 300'000 | 300'000 | 280'333 | 280'333 | 401'207 | 404'010 | 74.01% | 74.01% |
10.12.2015 | 0.57% | 1.78 | 1.79 | 250'000 | 250'000 | 250'000 | 250'000 | 439'644 | 442'144 | 88.36% | 88.36% |
09.12.2015 | 0.54% | 1.89 | 1.90 | 250'000 | 250'000 | 250'000 | 250'000 | 458'871 | 461'371 | 87.45% | 87.45% |
08.12.2015 | 0.48% | 2.00 | 2.01 | 250'000 | 250'000 | 250'000 | 250'000 | 526'397 | 528'897 | 87.48% | 87.48% |