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 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 90.75% |
17.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 200'000 | 499'975 | 200'000 | 5'000 | 4'000 | 0.48% | 98.71% |
16.12.2015 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2015 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.12.2015 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 200'000 | 500'000 | 200'000 | 5'000 | 4'000 | 0.97% | 100.00% |
10.12.2015 | 66.60% | 0.01 | 0.02 | 500'000 | 200'000 | 500'000 | 200'000 | 5'012 | 4'005 | 99.16% | 99.27% |
09.12.2015 | 63.54% | 0.01 | 0.02 | 500'000 | 200'000 | 500'000 | 200'000 | 5'586 | 4'235 | 100.00% | 100.00% |
08.12.2015 | 36.25% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 199'921 | 11'816 | 6'726 | 99.80% | 99.83% |