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 | 0.81% | 2.36 | 2.38 | 250'000 | 250'000 | 250'000 | 250'000 | 612'815 | 617'815 | 88.55% | 88.55% |
17.12.2015 | 0.46% | 2.33 | 2.35 | 250'000 | 250'000 | 250'000 | 250'000 | 559'490 | 562'074 | 98.09% | 98.09% |
16.12.2015 | 0.35% | 2.87 | 2.88 | 250'000 | 250'000 | 250'000 | 250'000 | 706'572 | 709'072 | 87.53% | 87.53% |
15.12.2015 | 0.32% | 3.02 | 3.03 | 250'000 | 250'000 | 250'000 | 250'000 | 775'895 | 778'395 | 99.58% | 99.58% |
14.12.2015 | 0.31% | 3.44 | 3.45 | 250'000 | 250'000 | 250'000 | 250'000 | 800'496 | 802'996 | 88.15% | 88.15% |
11.12.2015 | 0.34% | 3.12 | 3.13 | 250'000 | 250'000 | 250'000 | 250'000 | 743'985 | 746'485 | 90.58% | 90.58% |
10.12.2015 | 0.38% | 2.60 | 2.61 | 250'000 | 250'000 | 250'000 | 250'000 | 655'754 | 658'254 | 96.76% | 96.76% |
09.12.2015 | 0.39% | 2.50 | 2.51 | 250'000 | 250'000 | 250'000 | 250'000 | 638'957 | 641'457 | 97.91% | 97.91% |
08.12.2015 | 0.44% | 2.37 | 2.38 | 250'000 | 250'000 | 250'000 | 250'000 | 568'173 | 570'673 | 97.56% | 97.56% |