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 | 65.74% | 0.03 | 0.04 | 500'000 | 200'000 | 500'000 | 200'000 | 8'333 | 6'368 | 100.00% | 100.00% |
17.12.2015 | 29.00% | 0.05 | 0.07 | 500'000 | 200'000 | 498'357 | 200'000 | 43'863 | 23'471 | 99.85% | 99.85% |
16.12.2015 | 19.31% | 0.04 | 0.06 | 500'000 | 200'000 | 500'000 | 200'000 | 34'491 | 16'691 | 99.75% | 100.00% |
15.12.2015 | 14.10% | 0.08 | 0.09 | 500'000 | 200'000 | 500'000 | 200'000 | 36'290 | 16'687 | 99.90% | 99.90% |
14.12.2015 | 14.89% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 200'000 | 35'770 | 16'554 | 99.30% | 99.30% |
11.12.2015 | 11.75% | 0.07 | 0.08 | 500'000 | 200'000 | 482'782 | 200'000 | 43'508 | 20'406 | 99.91% | 99.91% |
10.12.2015 | 8.92% | 0.11 | 0.12 | 460'000 | 200'000 | 417'541 | 200'000 | 50'562 | 26'606 | 98.81% | 98.81% |
09.12.2015 | 8.38% | 0.15 | 0.16 | 340'000 | 200'000 | 390'272 | 200'000 | 50'591 | 28'500 | 100.00% | 100.00% |
08.12.2015 | 8.05% | 0.16 | 0.18 | 320'000 | 200'000 | 314'167 | 200'000 | 50'809 | 35'624 | 99.29% | 99.29% |