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 | 5.35% | 0.55 | 0.58 | 300'000 | 300'000 | 299'999 | 300'000 | 163'756 | 172'756 | 98.64% | 98.64% |
17.12.2015 | 5.20% | 0.59 | 0.62 | 300'000 | 300'000 | 300'000 | 300'000 | 168'854 | 177'854 | 99.60% | 99.60% |
16.12.2015 | 6.07% | 0.45 | 0.48 | 300'000 | 300'000 | 300'000 | 300'000 | 144'014 | 153'014 | 99.25% | 99.25% |
15.12.2015 | 6.67% | 0.49 | 0.52 | 300'000 | 300'000 | 300'000 | 300'000 | 130'775 | 139'775 | 99.38% | 99.38% |
14.12.2015 | 6.93% | 0.39 | 0.42 | 300'000 | 300'000 | 300'000 | 300'000 | 125'615 | 134'615 | 99.55% | 99.55% |
11.12.2015 | 6.17% | 0.45 | 0.48 | 300'000 | 300'000 | 300'000 | 300'000 | 141'648 | 150'648 | 99.01% | 99.01% |
10.12.2015 | 6.08% | 0.49 | 0.52 | 300'000 | 300'000 | 300'000 | 300'000 | 143'607 | 152'607 | 99.14% | 99.14% |
09.12.2015 | 5.78% | 0.47 | 0.50 | 300'000 | 300'000 | 300'000 | 300'000 | 151'420 | 160'420 | 99.74% | 99.74% |
08.12.2015 | 5.20% | 0.54 | 0.57 | 300'000 | 300'000 | 300'000 | 300'000 | 168'873 | 177'873 | 100.00% | 100.00% |