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 | - | - |
17.12.2015 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 59.24% |
16.12.2015 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 80.14% |
15.12.2015 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.04% |
14.12.2015 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.80% |
11.12.2015 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 5.09% | 98.93% |
10.12.2015 | 66.70% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'003 | 84.98% | 87.23% |
09.12.2015 | 41.72% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 10'209 | 9'243 | 96.70% | 96.70% |
08.12.2015 | 24.31% | 0.03 | 0.05 | 500'000 | 300'000 | 500'000 | 299'999 | 21'876 | 16'482 | 98.49% | 98.49% |
07.12.2015 | 8.67% | 0.08 | 0.09 | 500'000 | 300'000 | 404'017 | 300'000 | 49'330 | 40'979 | 98.33% | 98.33% |