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 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 87.63% |
17.12.2015 | 70.37% | 0.01 | 0.01 | 150'000 | 50'000 | 150'000 | 50'000 | 1'923 | 1'318 | 21.35% | 94.28% |
16.12.2015 | 39.85% | 0.02 | 0.03 | 150'000 | 50'000 | 150'000 | 50'000 | 3'528 | 1'751 | 84.42% | 84.42% |
15.12.2015 | 39.78% | 0.04 | 0.05 | 150'000 | 50'000 | 150'000 | 42'829 | 5'979 | 2'465 | 98.68% | 98.68% |
14.12.2015 | 62.86% | 0.02 | 0.05 | 150'000 | 25'000 | 150'000 | 25'000 | 5'395 | 1'688 | 98.20% | 98.20% |
11.12.2015 | 40.09% | 0.08 | 0.11 | 150'000 | 25'000 | 150'000 | 26'498 | 9'899 | 2'618 | 99.38% | 99.47% |
10.12.2015 | 23.24% | 0.10 | 0.13 | 150'000 | 25'000 | 150'000 | 25'003 | 20'313 | 4'265 | 94.09% | 94.09% |
09.12.2015 | 39.21% | 0.03 | 0.04 | 150'000 | 50'000 | 243'833 | 81'278 | 6'100 | 2'978 | 100.00% | 100.00% |
08.12.2015 | 58.59% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 4'443 | 2'637 | 100.00% | 100.00% |