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 | 7.78% | 0.69 | 0.75 | 250'000 | 250'000 | 250'000 | 250'000 | 184'028 | 198'923 | 99.56% | 99.56% |
17.12.2015 | 10.31% | 0.47 | 0.50 | 300'000 | 300'000 | 300'000 | 300'000 | 85'492 | 94'492 | 94.96% | 94.96% |
16.12.2015 | 2.59% | 0.53 | 0.56 | 300'000 | 300'000 | 300'000 | 300'000 | 147'430 | 151'332 | 95.99% | 95.99% |
15.12.2015 | 5.03% | 0.58 | 0.59 | 250'000 | 250'000 | 250'000 | 250'000 | 162'947 | 171'678 | 98.34% | 98.34% |
14.12.2015 | 4.36% | 0.99 | 1.04 | 250'000 | 250'000 | 250'000 | 250'000 | 218'274 | 228'155 | 84.16% | 84.16% |
11.12.2015 | 1.54% | 0.78 | 0.79 | 300'000 | 300'000 | 300'000 | 300'000 | 196'321 | 199'321 | 97.93% | 97.93% |
10.12.2015 | 1.80% | 0.50 | 0.51 | 300'000 | 300'000 | 300'000 | 300'000 | 165'513 | 168'513 | 96.99% | 96.99% |
09.12.2015 | 2.17% | 0.36 | 0.37 | 300'000 | 300'000 | 320'682 | 320'682 | 149'012 | 152'219 | 95.69% | 95.69% |
08.12.2015 | 2.33% | 0.40 | 0.41 | 350'000 | 350'000 | 350'000 | 350'000 | 150'038 | 153'538 | 96.60% | 96.60% |