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 | 0.43% | 2.15 | 2.16 | 300'000 | 300'000 | 300'000 | 300'000 | 693'698 | 696'698 | 99.76% | 99.76% |
16.12.2015 | 0.48% | 2.03 | 2.04 | 300'000 | 300'000 | 300'000 | 300'000 | 622'598 | 625'598 | 99.79% | 99.79% |
15.12.2015 | 0.54% | 1.97 | 1.98 | 300'000 | 300'000 | 300'000 | 300'000 | 557'044 | 560'044 | 98.25% | 98.25% |
14.12.2015 | 0.55% | 1.61 | 1.62 | 300'000 | 300'000 | 300'000 | 300'000 | 547'471 | 550'471 | 98.96% | 98.96% |
11.12.2015 | 0.51% | 1.85 | 1.86 | 300'000 | 300'000 | 300'000 | 300'000 | 583'057 | 586'057 | 99.32% | 99.32% |
10.12.2015 | 0.48% | 2.10 | 2.11 | 300'000 | 300'000 | 300'000 | 300'000 | 619'453 | 622'453 | 98.94% | 98.94% |
09.12.2015 | 0.47% | 2.11 | 2.12 | 300'000 | 300'000 | 300'000 | 300'000 | 633'412 | 636'412 | 99.77% | 99.77% |
08.12.2015 | 0.43% | 2.24 | 2.25 | 300'000 | 300'000 | 300'000 | 300'000 | 691'944 | 694'944 | 99.80% | 99.80% |
07.12.2015 | 0.38% | 2.50 | 2.51 | 300'000 | 300'000 | 300'000 | 300'000 | 785'908 | 788'908 | 99.85% | 99.85% |