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 | 0.54% | 3.85 | 3.87 | 250'000 | 250'000 | 250'000 | 250'000 | 929'262 | 934'262 | 95.48% | 95.48% |
14.01.2016 | 0.27% | 3.46 | 3.47 | 250'000 | 250'000 | 250'000 | 250'000 | 924'407 | 926'907 | 93.36% | 93.36% |
13.01.2016 | 0.34% | 3.23 | 3.24 | 250'000 | 250'000 | 250'000 | 250'000 | 736'908 | 739'408 | 97.90% | 97.90% |
12.01.2016 | 0.33% | 3.10 | 3.11 | 250'000 | 250'000 | 250'000 | 250'000 | 757'785 | 760'285 | 99.41% | 99.41% |
11.01.2016 | 0.30% | 3.38 | 3.39 | 250'000 | 250'000 | 250'000 | 250'000 | 819'636 | 822'136 | 97.54% | 97.54% |
08.01.2016 | 0.33% | 3.31 | 3.32 | 275'000 | 275'000 | 275'000 | 275'000 | 843'997 | 846'747 | 95.99% | 95.99% |
07.01.2016 | 0.32% | 3.10 | 3.11 | 275'000 | 275'000 | 275'000 | 275'000 | 912'614 | 915'500 | 93.08% | 93.08% |
06.01.2016 | 0.37% | 2.67 | 2.68 | 275'000 | 275'000 | 275'000 | 275'000 | 749'139 | 751'889 | 96.93% | 96.93% |
05.01.2016 | 0.40% | 2.45 | 2.46 | 275'000 | 275'000 | 275'000 | 275'000 | 689'941 | 692'691 | 99.06% | 99.06% |