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 | 28.37% | 0.09 | 0.12 | 500'000 | 500'000 | 500'000 | 500'000 | 45'405 | 60'405 | 94.39% | 94.39% |
17.12.2015 | 26.24% | 0.09 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 33'777 | 43'777 | 93.84% | 93.84% |
16.12.2015 | 11.59% | 0.10 | 0.12 | 500'000 | 500'000 | 327'781 | 327'781 | 53'241 | 59'797 | 85.99% | 85.99% |
15.12.2015 | 9.87% | 0.21 | 0.23 | 250'000 | 250'000 | 284'248 | 284'248 | 54'686 | 60'371 | 91.51% | 91.51% |
14.12.2015 | 4.49% | 0.22 | 0.23 | 250'000 | 250'000 | 250'000 | 250'000 | 54'552 | 57'052 | 59.67% | 59.67% |
11.12.2015 | 6.29% | 0.18 | 0.19 | 300'000 | 300'000 | 355'654 | 355'654 | 54'683 | 58'239 | 87.82% | 87.82% |
10.12.2015 | 5.97% | 0.15 | 0.16 | 350'000 | 350'000 | 327'829 | 327'829 | 53'181 | 56'459 | 89.42% | 89.42% |
09.12.2015 | 6.45% | 0.15 | 0.16 | 350'000 | 350'000 | 353'516 | 353'516 | 53'029 | 56'564 | 96.35% | 96.35% |
08.12.2015 | 6.99% | 0.16 | 0.17 | 350'000 | 350'000 | 386'866 | 386'866 | 53'494 | 57'363 | 93.12% | 93.12% |