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 | 4.23% | 0.23 | 0.24 | 250'000 | 250'000 | 250'000 | 250'000 | 57'819 | 60'319 | 100.00% | 100.00% |
17.12.2015 | 2.90% | 0.29 | 0.30 | 200'000 | 200'000 | 164'091 | 164'091 | 55'682 | 57'323 | 98.90% | 98.90% |
16.12.2015 | 3.56% | 0.30 | 0.31 | 200'000 | 200'000 | 200'000 | 200'000 | 55'396 | 57'396 | 97.54% | 97.54% |
15.12.2015 | 3.47% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 56'876 | 58'876 | 98.28% | 98.28% |
14.12.2015 | 3.64% | 0.23 | 0.24 | 250'000 | 250'000 | 204'570 | 204'570 | 55'246 | 57'292 | 98.14% | 98.14% |
11.12.2015 | 2.88% | 0.30 | 0.31 | 200'000 | 200'000 | 163'670 | 163'670 | 55'970 | 57'607 | 96.77% | 96.77% |
10.12.2015 | 2.75% | 0.39 | 0.40 | 150'000 | 150'000 | 150'102 | 150'102 | 53'927 | 55'428 | 94.75% | 94.75% |
09.12.2015 | 2.74% | 0.37 | 0.38 | 150'000 | 150'000 | 150'000 | 150'000 | 54'086 | 55'586 | 98.30% | 98.30% |
08.12.2015 | 2.49% | 0.38 | 0.39 | 150'000 | 150'000 | 150'000 | 150'000 | 59'667 | 61'167 | 95.84% | 95.84% |