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 | 6.76% | 0.48 | 0.50 | 300'000 | 300'000 | 300'000 | 300'000 | 94'507 | 100'813 | 89.74% | 89.74% |
16.12.2015 | 3.67% | 0.61 | 0.63 | 300'000 | 300'000 | 300'000 | 300'000 | 168'551 | 174'817 | 99.38% | 99.38% |
15.12.2015 | 2.70% | 0.67 | 0.69 | 300'000 | 300'000 | 300'000 | 300'000 | 232'183 | 238'501 | 99.47% | 99.47% |
14.12.2015 | 2.57% | 1.02 | 1.05 | 300'000 | 300'000 | 300'000 | 300'000 | 243'570 | 249'850 | 98.08% | 98.08% |
11.12.2015 | 2.99% | 0.79 | 0.81 | 300'000 | 300'000 | 300'000 | 300'000 | 210'871 | 217'177 | 98.93% | 98.93% |
10.12.2015 | 3.29% | 0.56 | 0.58 | 300'000 | 300'000 | 300'000 | 300'000 | 178'671 | 184'655 | 95.97% | 95.97% |
09.12.2015 | 2.00% | 0.56 | 0.57 | 300'000 | 300'000 | 300'000 | 300'000 | 170'859 | 174'305 | 97.61% | 97.61% |
08.12.2015 | 2.63% | 0.47 | 0.48 | 300'000 | 300'000 | 300'000 | 300'000 | 125'669 | 128'946 | 98.49% | 98.49% |
07.12.2015 | 4.55% | 0.30 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 72'458 | 75'777 | 98.17% | 98.17% |