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 | 0.85% | 1.15 | 1.16 | 50'000 | 50'000 | 50'000 | 50'000 | 58'356 | 58'856 | 100.00% | 100.00% |
17.12.2015 | 0.75% | 1.28 | 1.29 | 50'000 | 50'000 | 50'000 | 50'000 | 66'203 | 66'703 | 100.00% | 100.00% |
16.12.2015 | 0.97% | 1.00 | 1.01 | 50'000 | 50'000 | 50'000 | 50'000 | 51'297 | 51'797 | 100.00% | 100.00% |
15.12.2015 | 1.14% | 0.93 | 0.94 | 50'000 | 50'000 | 49'851 | 49'851 | 44'235 | 44'738 | 100.00% | 100.00% |
14.12.2015 | 1.23% | 0.63 | 0.64 | 50'000 | 50'000 | 49'996 | 50'000 | 40'731 | 41'234 | 100.00% | 100.00% |
11.12.2015 | 1.39% | 0.87 | 0.88 | 50'000 | 50'000 | 431'072 | 174'566 | 412'367 | 168'827 | 100.00% | 100.00% |
10.12.2015 | 0.88% | 1.14 | 1.15 | 500'000 | 200'000 | 500'000 | 200'000 | 562'885 | 227'154 | 100.00% | 100.00% |
09.12.2015 | 0.86% | 1.19 | 1.20 | 500'000 | 200'000 | 500'000 | 200'000 | 581'453 | 234'581 | 100.00% | 100.00% |
08.12.2015 | 0.77% | 1.25 | 1.26 | 500'000 | 200'000 | 500'000 | 200'000 | 652'119 | 262'847 | 100.00% | 100.00% |