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 | 3.06% | 0.35 | 0.36 | 150'000 | 100'000 | 149'995 | 100'000 | 52'303 | 35'952 | 98.89% | 98.89% |
17.12.2015 | 2.89% | 0.36 | 0.37 | 140'000 | 100'000 | 140'000 | 100'000 | 50'510 | 37'139 | 76.90% | 76.90% |
16.12.2015 | 2.48% | 0.40 | 0.41 | 130'000 | 100'000 | 125'719 | 100'000 | 52'118 | 42'522 | 98.26% | 98.26% |
15.12.2015 | 2.57% | 0.43 | 0.44 | 120'000 | 100'000 | 120'000 | 100'000 | 52'477 | 44'867 | 99.90% | 99.90% |
14.12.2015 | 2.50% | 0.46 | 0.47 | 110'000 | 100'000 | 113'452 | 100'000 | 51'731 | 46'772 | 99.58% | 99.58% |
11.12.2015 | 2.23% | 0.47 | 0.48 | 110'000 | 100'000 | 111'820 | 100'000 | 51'504 | 47'125 | 99.92% | 99.92% |
10.12.2015 | 2.63% | 0.44 | 0.46 | 120'000 | 100'000 | 125'957 | 100'000 | 52'034 | 42'463 | 98.81% | 98.81% |
09.12.2015 | 2.44% | 0.41 | 0.42 | 130'000 | 100'000 | 128'332 | 100'000 | 52'816 | 42'186 | 100.00% | 100.00% |
08.12.2015 | 2.47% | 0.42 | 0.43 | 120'000 | 100'000 | 129'897 | 100'000 | 53'247 | 42'018 | 100.00% | 100.00% |