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 | - | - |
15.01.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.01.2016 | 1.29% | 0.81 | 0.83 | 225'000 | 225'000 | 224'998 | 225'000 | 211'321 | 214'019 | 99.32% | 99.32% |
13.01.2016 | 1.79% | 0.64 | 0.65 | 225'000 | 225'000 | 225'000 | 225'000 | 124'939 | 127'189 | 99.33% | 99.33% |
12.01.2016 | 1.33% | 0.80 | 0.81 | 225'000 | 225'000 | 225'000 | 225'000 | 170'173 | 172'423 | 99.71% | 99.71% |
11.01.2016 | 1.09% | 1.00 | 1.01 | 225'000 | 225'000 | 225'000 | 225'000 | 205'024 | 207'274 | 98.57% | 98.57% |
08.01.2016 | 1.59% | 0.86 | 0.87 | 250'000 | 250'000 | 250'000 | 250'000 | 158'581 | 161'082 | 93.21% | 93.21% |
07.01.2016 | 1.51% | 0.58 | 0.59 | 250'000 | 250'000 | 249'983 | 249'981 | 166'091 | 168'590 | 99.39% | 99.39% |
06.01.2016 | 3.18% | 0.32 | 0.33 | 300'000 | 300'000 | 339'781 | 339'785 | 105'473 | 108'873 | 97.94% | 97.94% |
05.01.2016 | 3.64% | 0.22 | 0.23 | 350'000 | 350'000 | 370'181 | 370'181 | 102'851 | 106'553 | 98.08% | 98.08% |