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 | 0.57% | 1.92 | 1.93 | 300'000 | 300'000 | 300'000 | 300'000 | 527'561 | 530'561 | 99.75% | 99.75% |
16.12.2015 | 0.50% | 2.04 | 2.05 | 300'000 | 300'000 | 300'000 | 300'000 | 598'665 | 601'665 | 99.79% | 99.79% |
15.12.2015 | 0.45% | 2.10 | 2.11 | 300'000 | 300'000 | 300'000 | 300'000 | 664'203 | 667'203 | 98.20% | 98.20% |
14.12.2015 | 0.44% | 2.46 | 2.47 | 300'000 | 300'000 | 300'000 | 300'000 | 673'795 | 676'795 | 98.90% | 98.90% |
11.12.2015 | 0.47% | 2.22 | 2.23 | 300'000 | 300'000 | 300'000 | 300'000 | 638'210 | 641'210 | 99.38% | 99.38% |
10.12.2015 | 0.50% | 1.97 | 1.98 | 300'000 | 300'000 | 300'000 | 300'000 | 601'915 | 604'915 | 99.16% | 99.16% |
09.12.2015 | 0.51% | 1.96 | 1.97 | 300'000 | 300'000 | 300'000 | 300'000 | 587'853 | 590'853 | 99.67% | 99.67% |
08.12.2015 | 0.57% | 1.83 | 1.84 | 300'000 | 300'000 | 300'000 | 300'000 | 529'402 | 532'402 | 99.77% | 99.77% |
07.12.2015 | 0.68% | 1.59 | 1.60 | 300'000 | 300'000 | 300'000 | 300'000 | 441'290 | 444'290 | 99.90% | 99.90% |