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 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2015 | - | 0.01 | 0.01 | 500'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.05% |
16.12.2015 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2015 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.66% |
14.12.2015 | - | 0.01 | 0.01 | 500'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.34% |
11.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 26.20% | 99.91% |
10.12.2015 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 94.31% | 98.37% |
09.12.2015 | 41.38% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 9'804 | 8'883 | 99.70% | 99.70% |
08.12.2015 | 33.44% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 12'935 | 10'761 | 100.00% | 100.00% |