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 | 58.49% | 0.02 | 0.03 | 500'000 | 300'000 | 499'999 | 300'000 | 6'579 | 6'970 | 40.83% | 99.96% |
17.12.2015 | 18.92% | 0.03 | 0.04 | 500'000 | 300'000 | 492'835 | 300'000 | 38'978 | 28'722 | 90.35% | 90.35% |
16.12.2015 | 18.57% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 25'375 | 18'228 | 89.75% | 89.75% |
15.12.2015 | 48.55% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 9'048 | 8'429 | 99.10% | 99.10% |
14.12.2015 | 36.73% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 11'709 | 10'028 | 99.78% | 99.78% |
11.12.2015 | 22.56% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 20'476 | 15'289 | 99.73% | 99.73% |
10.12.2015 | 25.21% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 18'136 | 13'881 | 98.81% | 98.81% |
09.12.2015 | 18.02% | 0.03 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 25'772 | 18'463 | 100.00% | 100.00% |
08.12.2015 | 11.55% | 0.07 | 0.08 | 500'000 | 300'000 | 500'000 | 300'000 | 41'441 | 27'865 | 100.00% | 100.00% |