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 | - | - |
17.12.2015 | 0.74% | 1.52 | 1.53 | 300'000 | 300'000 | 299'996 | 300'000 | 407'563 | 410'568 | 99.78% | 99.78% |
16.12.2015 | 0.63% | 1.64 | 1.65 | 300'000 | 300'000 | 300'000 | 300'000 | 478'667 | 481'667 | 99.80% | 99.80% |
15.12.2015 | 0.55% | 1.70 | 1.71 | 300'000 | 300'000 | 299'980 | 299'976 | 544'164 | 547'156 | 98.19% | 98.19% |
14.12.2015 | 0.54% | 2.06 | 2.07 | 300'000 | 300'000 | 300'000 | 300'000 | 553'806 | 556'806 | 98.89% | 98.89% |
11.12.2015 | 0.58% | 1.82 | 1.83 | 300'000 | 300'000 | 300'000 | 300'000 | 518'216 | 521'216 | 99.38% | 99.38% |
10.12.2015 | 0.62% | 1.57 | 1.58 | 300'000 | 300'000 | 299'954 | 300'000 | 481'841 | 484'916 | 99.13% | 99.13% |
09.12.2015 | 0.64% | 1.56 | 1.57 | 300'000 | 300'000 | 300'000 | 299'961 | 467'856 | 470'796 | 99.72% | 99.72% |
08.12.2015 | 0.73% | 1.43 | 1.44 | 300'000 | 300'000 | 300'000 | 300'000 | 409'405 | 412'405 | 99.79% | 99.79% |
07.12.2015 | 0.93% | 1.19 | 1.20 | 300'000 | 300'000 | 299'977 | 299'975 | 321'152 | 324'150 | 99.88% | 99.88% |