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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2015 | 36.71% | 0.01 | 0.04 | 650'000 | 650'000 | 578'609 | 578'609 | 25'244 | 33'513 | 14.77% | 62.26% |
16.12.2015 | 47.57% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 19'169 | 28'673 | 63.90% | 63.98% |
15.12.2015 | 52.18% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 13'671 | 22'739 | 20.75% | 99.16% |
14.12.2015 | 65.54% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 12'961 | 23'924 | 66.65% | 86.52% |
11.12.2015 | 24.00% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 29'275 | 36'775 | 88.58% | 88.58% |
10.12.2015 | 15.07% | 0.06 | 0.07 | 750'000 | 750'000 | 749'999 | 750'000 | 46'875 | 54'375 | 64.80% | 64.80% |
09.12.2015 | 9.88% | 0.09 | 0.10 | 650'000 | 650'000 | 590'364 | 590'364 | 57'454 | 63'357 | 99.58% | 99.58% |
08.12.2015 | 6.25% | 0.14 | 0.15 | 400'000 | 400'000 | 400'000 | 400'000 | 64'384 | 68'384 | 94.27% | 94.27% |