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 | 4.19% | 0.25 | 0.26 | 150'000 | 150'000 | 150'000 | 150'000 | 35'153 | 36'653 | 98.28% | 98.28% |
17.12.2015 | 4.00% | 0.21 | 0.22 | 150'000 | 150'000 | 150'000 | 150'000 | 36'895 | 38'395 | 99.23% | 99.23% |
16.12.2015 | 9.06% | 0.13 | 0.14 | 200'000 | 200'000 | 237'872 | 237'872 | 25'664 | 28'043 | 98.71% | 98.71% |
15.12.2015 | 8.63% | 0.11 | 0.12 | 200'000 | 200'000 | 219'013 | 219'013 | 24'326 | 26'516 | 99.00% | 99.00% |
14.12.2015 | 9.10% | 0.07 | 0.08 | 250'000 | 250'000 | 230'567 | 230'567 | 24'645 | 26'951 | 98.22% | 98.22% |
11.12.2015 | 5.77% | 0.14 | 0.15 | 250'000 | 250'000 | 193'161 | 193'161 | 32'590 | 34'521 | 98.49% | 98.49% |
10.12.2015 | 2.94% | 0.33 | 0.34 | 150'000 | 150'000 | 150'000 | 150'000 | 50'564 | 52'064 | 97.23% | 97.23% |
09.12.2015 | 3.29% | 0.32 | 0.33 | 150'000 | 150'000 | 150'000 | 150'000 | 45'091 | 46'591 | 98.81% | 98.81% |
08.12.2015 | 2.99% | 0.32 | 0.33 | 150'000 | 150'000 | 150'000 | 150'000 | 50'141 | 51'641 | 99.41% | 99.41% |