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 | 5.32% | 0.36 | 0.38 | 400'000 | 400'000 | 400'000 | 400'000 | 146'544 | 154'544 | 100.00% | 100.00% |
17.12.2015 | 6.43% | 0.34 | 0.36 | 400'000 | 400'000 | 400'000 | 400'000 | 120'834 | 128'834 | 100.00% | 100.00% |
16.12.2015 | 5.32% | 0.34 | 0.36 | 400'000 | 400'000 | 400'000 | 400'000 | 146'692 | 154'692 | 87.51% | 87.51% |
15.12.2015 | 5.11% | 0.38 | 0.40 | 400'000 | 400'000 | 400'000 | 400'000 | 152'508 | 160'508 | 99.85% | 99.85% |
14.12.2015 | 4.95% | 0.42 | 0.44 | 400'000 | 400'000 | 400'000 | 400'000 | 158'019 | 166'019 | 100.00% | 100.00% |
11.12.2015 | 5.09% | 0.39 | 0.41 | 400'000 | 400'000 | 400'000 | 400'000 | 153'350 | 161'350 | 100.00% | 100.00% |
10.12.2015 | 5.89% | 0.33 | 0.35 | 400'000 | 400'000 | 400'000 | 400'000 | 131'902 | 139'902 | 100.00% | 100.00% |
09.12.2015 | 5.90% | 0.31 | 0.33 | 400'000 | 400'000 | 400'000 | 400'000 | 131'834 | 139'834 | 100.00% | 100.00% |
08.12.2015 | 6.67% | 0.30 | 0.32 | 400'000 | 400'000 | 400'000 | 400'000 | 116'569 | 124'569 | 100.00% | 100.00% |