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 | 9.38% | 0.23 | 0.25 | 500'000 | 500'000 | 500'000 | 500'000 | 101'928 | 111'928 | 100.00% | 100.00% |
17.12.2015 | 8.18% | 0.17 | 0.19 | 500'000 | 500'000 | 499'853 | 500'000 | 118'879 | 128'918 | 100.00% | 100.00% |
16.12.2015 | 4.92% | 0.19 | 0.21 | 500'000 | 500'000 | 489'353 | 494'814 | 109'065 | 115'713 | 86.15% | 86.15% |
15.12.2015 | 6.95% | 0.17 | 0.18 | 500'000 | 500'000 | 496'439 | 496'988 | 69'686 | 74'727 | 99.99% | 99.99% |
14.12.2015 | 5.73% | 0.11 | 0.12 | 500'000 | 500'000 | 492'945 | 492'398 | 85'177 | 90'033 | 100.00% | 100.00% |
11.12.2015 | 5.03% | 0.17 | 0.18 | 500'000 | 500'000 | 498'497 | 498'206 | 97'432 | 102'365 | 78.78% | 78.78% |
10.12.2015 | 5.05% | 0.22 | 0.23 | 500'000 | 500'000 | 498'135 | 498'012 | 96'932 | 101'897 | 99.67% | 99.67% |
09.12.2015 | 4.27% | 0.22 | 0.23 | 500'000 | 500'000 | 498'317 | 498'610 | 114'402 | 119'464 | 80.83% | 80.97% |
08.12.2015 | 3.74% | 0.25 | 0.26 | 500'000 | 500'000 | 496'869 | 497'218 | 130'942 | 136'022 | 95.91% | 96.11% |