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 | 14.14% | 0.32 | 0.38 | 200'000 | 200'000 | 200'000 | 200'000 | 78'600 | 90'510 | 97.63% | 97.63% |
17.12.2015 | 17.73% | 0.26 | 0.29 | 350'000 | 350'000 | 313'702 | 313'702 | 50'776 | 60'187 | 93.74% | 93.74% |
16.12.2015 | 1.94% | 0.61 | 0.64 | 250'000 | 250'000 | 250'000 | 250'000 | 139'904 | 142'644 | 96.54% | 96.54% |
15.12.2015 | 2.72% | 0.69 | 0.70 | 200'000 | 200'000 | 200'000 | 200'000 | 157'122 | 161'574 | 98.84% | 98.84% |
14.12.2015 | 1.44% | 1.08 | 1.11 | 250'000 | 250'000 | 250'000 | 250'000 | 210'444 | 213'547 | 97.10% | 97.10% |
11.12.2015 | 1.36% | 0.83 | 0.84 | 250'000 | 250'000 | 250'000 | 250'000 | 185'246 | 187'746 | 98.44% | 98.44% |
10.12.2015 | 1.83% | 0.53 | 0.54 | 300'000 | 300'000 | 299'471 | 299'471 | 162'796 | 165'791 | 97.98% | 97.98% |
09.12.2015 | 2.03% | 0.44 | 0.45 | 300'000 | 300'000 | 300'532 | 300'532 | 147'570 | 150'576 | 98.85% | 98.85% |
08.12.2015 | 2.69% | 0.40 | 0.41 | 350'000 | 350'000 | 370'025 | 370'025 | 137'646 | 141'346 | 98.86% | 98.86% |