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 | 21.90% | 0.20 | 0.26 | 250'000 | 250'000 | 250'000 | 250'000 | 60'896 | 75'792 | 99.60% | 99.60% |
17.12.2015 | 64.54% | 0.06 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 24'587 | 47'087 | 85.34% | 85.34% |
16.12.2015 | 7.17% | 0.18 | 0.21 | 600'000 | 600'000 | 559'313 | 559'313 | 95'842 | 103'166 | 93.92% | 93.92% |
15.12.2015 | 11.64% | 0.23 | 0.24 | 400'000 | 400'000 | 379'338 | 379'338 | 102'866 | 116'067 | 95.81% | 95.81% |
14.12.2015 | 8.06% | 0.56 | 0.61 | 350'000 | 350'000 | 369'904 | 369'904 | 173'677 | 188'358 | 90.45% | 90.45% |
11.12.2015 | 3.47% | 0.40 | 0.41 | 450'000 | 450'000 | 491'744 | 491'744 | 141'891 | 146'809 | 93.57% | 93.57% |
10.12.2015 | 4.02% | 0.21 | 0.22 | 500'000 | 500'000 | 520'019 | 520'019 | 127'311 | 132'512 | 95.83% | 95.83% |
09.12.2015 | 5.32% | 0.14 | 0.15 | 550'000 | 550'000 | 590'986 | 590'986 | 111'205 | 117'115 | 96.60% | 96.60% |
08.12.2015 | 5.82% | 0.15 | 0.16 | 700'000 | 700'000 | 700'000 | 700'000 | 119'260 | 126'260 | 97.00% | 97.00% |