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 | 0.96% | 1.04 | 1.05 | 50'000 | 50'000 | 50'000 | 50'000 | 51'991 | 52'491 | 95.26% | 95.26% |
17.12.2015 | 1.06% | 0.98 | 0.99 | 100'000 | 100'000 | 100'000 | 100'000 | 93'459 | 94'459 | 99.14% | 99.14% |
16.12.2015 | 0.98% | 0.94 | 0.95 | 100'000 | 100'000 | 73'449 | 73'449 | 74'299 | 75'033 | 97.19% | 97.19% |
15.12.2015 | 0.90% | 1.10 | 1.11 | 100'000 | 100'000 | 73'143 | 73'143 | 80'814 | 81'545 | 98.40% | 98.40% |
14.12.2015 | 0.98% | 1.22 | 1.23 | 100'000 | 100'000 | 89'115 | 89'115 | 91'419 | 92'310 | 95.96% | 95.96% |
11.12.2015 | 1.03% | 0.98 | 0.99 | 100'000 | 100'000 | 95'554 | 95'554 | 92'122 | 93'078 | 91.52% | 91.52% |
10.12.2015 | 0.91% | 0.99 | 1.00 | 100'000 | 100'000 | 75'005 | 75'005 | 81'718 | 82'468 | 90.97% | 90.97% |
09.12.2015 | 0.93% | 1.07 | 1.08 | 100'000 | 100'000 | 72'982 | 72'982 | 78'182 | 78'911 | 98.64% | 98.64% |
08.12.2015 | 0.92% | 1.03 | 1.04 | 100'000 | 100'000 | 73'298 | 73'298 | 79'051 | 79'784 | 97.55% | 97.55% |