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 | 8.71% | 0.22 | 0.24 | 230'000 | 50'000 | 230'449 | 50'000 | 50'591 | 11'978 | 99.14% | 99.14% |
17.12.2015 | 8.62% | 0.22 | 0.24 | 230'000 | 50'000 | 224'143 | 49'582 | 50'593 | 12'201 | 100.00% | 100.00% |
16.12.2015 | 8.31% | 0.23 | 0.25 | 220'000 | 50'000 | 219'249 | 50'000 | 50'580 | 12'538 | 100.00% | 100.00% |
15.12.2015 | 9.45% | 0.22 | 0.24 | 230'000 | 50'000 | 245'062 | 49'611 | 50'225 | 11'181 | 99.89% | 99.89% |
14.12.2015 | 9.14% | 0.21 | 0.23 | 240'000 | 50'000 | 241'227 | 50'000 | 50'351 | 11'439 | 100.00% | 100.00% |
11.12.2015 | 8.58% | 0.22 | 0.24 | 230'000 | 50'000 | 226'635 | 50'000 | 50'588 | 12'168 | 99.92% | 99.92% |
10.12.2015 | 8.47% | 0.22 | 0.24 | 230'000 | 50'000 | 223'375 | 50'000 | 50'502 | 12'331 | 99.47% | 99.47% |
09.12.2015 | 7.43% | 0.25 | 0.27 | 200'000 | 50'000 | 195'151 | 50'000 | 50'592 | 13'985 | 99.73% | 99.73% |
08.12.2015 | 5.61% | 0.35 | 0.37 | 150'000 | 50'000 | 149'332 | 50'000 | 51'745 | 18'330 | 100.00% | 100.00% |