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 | 2.64% | 0.75 | 0.77 | 200'000 | 200'000 | 200'000 | 200'000 | 149'341 | 153'341 | 100.00% | 100.00% |
17.12.2015 | 2.53% | 0.77 | 0.79 | 200'000 | 200'000 | 200'000 | 200'000 | 155'883 | 159'883 | 100.00% | 100.00% |
16.12.2015 | 2.68% | 0.72 | 0.74 | 200'000 | 200'000 | 200'000 | 200'000 | 147'312 | 151'312 | 86.83% | 86.83% |
15.12.2015 | 2.78% | 0.73 | 0.75 | 200'000 | 200'000 | 200'000 | 200'000 | 141'887 | 145'887 | 99.97% | 99.97% |
14.12.2015 | 2.98% | 0.65 | 0.67 | 200'000 | 200'000 | 200'000 | 200'000 | 132'117 | 136'117 | 100.00% | 100.00% |
11.12.2015 | 3.17% | 0.60 | 0.62 | 200'000 | 200'000 | 200'000 | 200'000 | 124'263 | 128'263 | 100.00% | 100.00% |
10.12.2015 | 2.98% | 0.66 | 0.68 | 200'000 | 200'000 | 200'000 | 200'000 | 132'314 | 136'314 | 100.00% | 100.00% |
09.12.2015 | 2.90% | 0.67 | 0.69 | 200'000 | 200'000 | 200'000 | 200'000 | 135'828 | 139'828 | 9.43% | 9.43% |
08.12.2015 | 2.77% | 0.69 | 0.71 | 200'000 | 200'000 | 200'000 | 200'000 | 142'716 | 146'716 | 100.00% | 100.00% |