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 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 88.64% |
17.12.2015 | - | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.11% |
16.12.2015 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 10'000 | 20'000 | 20.18% | 87.35% |
15.12.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.57% |
14.12.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 88.18% |
11.12.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 90.91% |
10.12.2015 | 85.07% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 9'390 | 22'529 | 73.35% | 79.05% |
09.12.2015 | 30.35% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 22'158 | 29'743 | 95.56% | 95.56% |
08.12.2015 | 16.87% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 42'989 | 50'489 | 96.46% | 96.46% |