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 | - | - |
17.12.2015 | 0.86% | 1.32 | 1.33 | 300'000 | 300'000 | 300'000 | 300'000 | 347'563 | 350'563 | 99.78% | 99.78% |
16.12.2015 | 0.71% | 1.44 | 1.45 | 300'000 | 300'000 | 300'000 | 300'000 | 418'665 | 421'665 | 99.79% | 99.79% |
15.12.2015 | 0.62% | 1.50 | 1.51 | 300'000 | 300'000 | 300'000 | 300'000 | 484'198 | 487'198 | 98.20% | 98.20% |
14.12.2015 | 0.61% | 1.86 | 1.87 | 300'000 | 300'000 | 300'000 | 300'000 | 493'812 | 496'812 | 98.95% | 98.95% |
11.12.2015 | 0.65% | 1.62 | 1.63 | 300'000 | 300'000 | 300'000 | 300'000 | 458'215 | 461'215 | 99.38% | 99.38% |
10.12.2015 | 0.71% | 1.37 | 1.38 | 300'000 | 300'000 | 300'000 | 300'000 | 421'917 | 424'917 | 99.13% | 99.13% |
09.12.2015 | 0.73% | 1.36 | 1.37 | 300'000 | 300'000 | 300'000 | 300'000 | 407'855 | 410'855 | 99.69% | 99.69% |
08.12.2015 | 0.86% | 1.23 | 1.24 | 300'000 | 300'000 | 300'000 | 300'000 | 349'404 | 352'404 | 99.80% | 99.80% |
07.12.2015 | 1.15% | 0.99 | 1.00 | 300'000 | 300'000 | 299'992 | 299'992 | 261'086 | 264'086 | 99.85% | 99.85% |