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 | 0.33% | 3.06 | 3.07 | 500'000 | 500'000 | 500'000 | 500'000 | 1'505'290 | 1'510'290 | 89.18% | 89.18% |
17.12.2015 | 0.31% | 3.15 | 3.16 | 500'000 | 500'000 | 500'000 | 500'000 | 1'623'880 | 1'628'880 | 98.31% | 98.31% |
16.12.2015 | 0.37% | 2.61 | 2.62 | 500'000 | 500'000 | 500'000 | 500'000 | 1'334'070 | 1'339'070 | 94.83% | 94.83% |
15.12.2015 | 0.42% | 2.48 | 2.49 | 500'000 | 500'000 | 500'000 | 500'000 | 1'196'280 | 1'201'280 | 99.36% | 99.36% |
14.12.2015 | 0.44% | 2.05 | 2.06 | 500'000 | 500'000 | 500'000 | 500'000 | 1'133'440 | 1'138'440 | 86.05% | 86.05% |
11.12.2015 | 0.40% | 2.36 | 2.37 | 500'000 | 500'000 | 500'000 | 500'000 | 1'254'660 | 1'259'660 | 89.15% | 89.15% |
10.12.2015 | 0.35% | 2.89 | 2.90 | 500'000 | 500'000 | 500'000 | 500'000 | 1'430'090 | 1'435'090 | 96.59% | 96.59% |
09.12.2015 | 0.34% | 3.00 | 3.01 | 500'000 | 500'000 | 500'000 | 500'000 | 1'469'640 | 1'474'640 | 97.37% | 97.37% |
08.12.2015 | 0.31% | 3.11 | 3.12 | 500'000 | 500'000 | 500'000 | 500'000 | 1'609'870 | 1'614'870 | 97.48% | 97.48% |