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 | 9.68% | 0.21 | 0.23 | 400'000 | 400'000 | 400'000 | 400'000 | 78'755 | 86'755 | 100.00% | 100.00% |
17.12.2015 | 7.18% | 0.23 | 0.25 | 400'000 | 400'000 | 400'000 | 400'000 | 108'035 | 116'035 | 100.00% | 100.00% |
16.12.2015 | 5.11% | 0.20 | 0.22 | 400'000 | 400'000 | 398'414 | 398'294 | 86'737 | 91'229 | 83.82% | 83.82% |
15.12.2015 | 6.03% | 0.21 | 0.22 | 400'000 | 400'000 | 409'952 | 409'763 | 74'386 | 79'035 | 99.99% | 99.99% |
14.12.2015 | 11.03% | 0.13 | 0.15 | 500'000 | 500'000 | 500'000 | 500'000 | 86'744 | 96'744 | 100.00% | 100.00% |
11.12.2015 | 9.25% | 0.18 | 0.20 | 500'000 | 500'000 | 500'000 | 500'000 | 104'010 | 114'010 | 100.00% | 100.00% |
10.12.2015 | 8.23% | 0.24 | 0.26 | 500'000 | 500'000 | 500'000 | 500'000 | 116'897 | 126'897 | 99.81% | 99.81% |
09.12.2015 | 7.47% | 0.25 | 0.27 | 500'000 | 500'000 | 500'000 | 500'000 | 129'193 | 139'193 | 99.72% | 99.72% |
08.12.2015 | 6.22% | 0.29 | 0.31 | 500'000 | 500'000 | 500'000 | 500'000 | 156'330 | 166'330 | 99.98% | 99.98% |