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 | 3.80% | 0.78 | 0.81 | 75'000 | 75'000 | 75'000 | 75'000 | 58'074 | 60'324 | 100.00% | 100.00% |
17.12.2015 | 4.01% | 0.79 | 0.82 | 75'000 | 75'000 | 75'000 | 75'000 | 55'092 | 57'342 | 100.00% | 100.00% |
16.12.2015 | 4.16% | 0.69 | 0.72 | 75'000 | 75'000 | 75'000 | 75'000 | 52'960 | 55'210 | 87.03% | 87.03% |
15.12.2015 | 4.08% | 0.71 | 0.74 | 75'000 | 75'000 | 75'000 | 75'000 | 54'047 | 56'297 | 99.96% | 99.96% |
14.12.2015 | 4.18% | 0.70 | 0.73 | 75'000 | 75'000 | 75'000 | 75'000 | 52'696 | 54'946 | 100.00% | 100.00% |
11.12.2015 | 4.06% | 0.70 | 0.73 | 75'000 | 75'000 | 75'000 | 75'000 | 54'349 | 56'599 | 100.00% | 100.00% |
10.12.2015 | 4.09% | 0.74 | 0.77 | 75'000 | 75'000 | 75'000 | 75'000 | 53'926 | 56'176 | 100.00% | 100.00% |
09.12.2015 | 4.19% | 0.71 | 0.74 | 75'000 | 75'000 | 75'000 | 75'000 | 52'564 | 54'814 | 100.00% | 100.00% |
08.12.2015 | 4.16% | 0.70 | 0.73 | 75'000 | 75'000 | 75'000 | 75'000 | 52'914 | 55'164 | 100.00% | 100.00% |