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 | 2.70% | 0.63 | 0.65 | 275'000 | 275'000 | 275'000 | 275'000 | 201'290 | 206'790 | 88.53% | 88.53% |
17.12.2015 | 2.01% | 0.61 | 0.63 | 275'000 | 275'000 | 275'000 | 275'000 | 141'243 | 144'085 | 98.10% | 98.10% |
16.12.2015 | 0.90% | 1.16 | 1.17 | 275'000 | 275'000 | 259'943 | 259'943 | 288'516 | 291'115 | 86.72% | 86.72% |
15.12.2015 | 0.73% | 1.30 | 1.31 | 250'000 | 250'000 | 250'000 | 250'000 | 344'999 | 347'499 | 98.79% | 98.79% |
14.12.2015 | 0.68% | 1.72 | 1.73 | 250'000 | 250'000 | 250'000 | 250'000 | 372'202 | 374'702 | 87.22% | 87.22% |
11.12.2015 | 0.80% | 1.41 | 1.42 | 250'000 | 250'000 | 268'136 | 268'137 | 337'299 | 339'982 | 89.83% | 89.83% |
10.12.2015 | 1.05% | 0.92 | 0.93 | 300'000 | 300'000 | 300'000 | 300'000 | 283'888 | 286'888 | 96.43% | 96.43% |
09.12.2015 | 1.12% | 0.84 | 0.85 | 300'000 | 300'000 | 300'478 | 300'478 | 267'898 | 270'903 | 97.12% | 97.12% |
08.12.2015 | 1.52% | 0.74 | 0.75 | 350'000 | 350'000 | 370'320 | 370'320 | 244'623 | 248'326 | 95.12% | 95.12% |