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 | 0.52% | 1.75 | 1.76 | 300'000 | 300'000 | 300'000 | 300'000 | 573'704 | 576'704 | 99.76% | 99.76% |
16.12.2015 | 0.60% | 1.63 | 1.64 | 300'000 | 300'000 | 300'000 | 300'000 | 502'602 | 505'602 | 99.78% | 99.78% |
15.12.2015 | 0.69% | 1.57 | 1.58 | 300'000 | 300'000 | 300'000 | 300'000 | 437'044 | 440'044 | 98.25% | 98.25% |
14.12.2015 | 0.70% | 1.21 | 1.22 | 300'000 | 300'000 | 300'000 | 300'000 | 427'470 | 430'470 | 98.96% | 98.96% |
11.12.2015 | 0.65% | 1.45 | 1.46 | 300'000 | 300'000 | 300'000 | 300'000 | 463'073 | 466'073 | 99.27% | 99.27% |
10.12.2015 | 0.60% | 1.70 | 1.71 | 300'000 | 300'000 | 300'000 | 300'000 | 499'452 | 502'452 | 98.93% | 98.93% |
09.12.2015 | 0.58% | 1.71 | 1.72 | 300'000 | 300'000 | 300'000 | 300'000 | 513'409 | 516'409 | 99.74% | 99.74% |
08.12.2015 | 0.52% | 1.84 | 1.85 | 300'000 | 300'000 | 300'000 | 300'000 | 571'948 | 574'948 | 99.76% | 99.76% |
07.12.2015 | 0.45% | 2.10 | 2.11 | 300'000 | 300'000 | 300'000 | 300'000 | 665'909 | 668'909 | 99.85% | 99.85% |