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 | 5.73% | 0.31 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 91'785 | 97'179 | 69.22% | 69.22% |
17.12.2015 | 2.92% | 0.34 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 101'485 | 104'485 | 98.95% | 98.95% |
16.12.2015 | 3.46% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 85'713 | 88'713 | 98.57% | 98.57% |
15.12.2015 | 3.21% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 92'137 | 95'137 | 98.05% | 98.05% |
14.12.2015 | 3.39% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 87'369 | 90'369 | 98.88% | 98.88% |
11.12.2015 | 3.17% | 0.31 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 93'434 | 96'434 | 98.87% | 98.87% |
10.12.2015 | 2.93% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 100'911 | 103'911 | 99.25% | 99.25% |
09.12.2015 | 2.69% | 0.37 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 110'077 | 113'077 | 99.91% | 99.91% |
08.12.2015 | 2.45% | 0.38 | 0.39 | 300'000 | 300'000 | 300'000 | 300'000 | 121'311 | 124'311 | 99.37% | 99.37% |