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 | 0.87% | 1.15 | 1.16 | 50'000 | 50'000 | 50'000 | 50'000 | 57'330 | 57'830 | 98.00% | 98.00% |
17.12.2015 | 0.92% | 1.11 | 1.12 | 100'000 | 100'000 | 60'908 | 60'908 | 66'384 | 66'993 | 97.29% | 97.29% |
16.12.2015 | 0.91% | 1.10 | 1.11 | 100'000 | 100'000 | 61'254 | 61'254 | 66'809 | 67'421 | 94.21% | 94.21% |
15.12.2015 | 0.91% | 1.11 | 1.12 | 100'000 | 100'000 | 61'189 | 61'189 | 66'938 | 67'550 | 94.68% | 94.68% |
14.12.2015 | 0.91% | 1.10 | 1.11 | 100'000 | 100'000 | 60'334 | 60'334 | 65'954 | 66'558 | 98.22% | 98.22% |
11.12.2015 | 0.92% | 1.09 | 1.10 | 100'000 | 100'000 | 60'882 | 60'882 | 66'279 | 66'888 | 97.70% | 97.70% |
10.12.2015 | 0.92% | 1.07 | 1.08 | 100'000 | 100'000 | 61'100 | 61'100 | 66'083 | 66'694 | 93.48% | 93.48% |
09.12.2015 | 0.92% | 1.07 | 1.08 | 100'000 | 100'000 | 60'655 | 60'655 | 65'388 | 65'994 | 95.57% | 95.57% |
08.12.2015 | 0.93% | 1.07 | 1.08 | 100'000 | 100'000 | 60'783 | 60'783 | 64'882 | 65'490 | 98.50% | 98.50% |