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% | 88.63% |
17.12.2015 | - | - | 0.03 | 0 | 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 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 35.25% | 87.84% |
15.12.2015 | 91.13% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 8'632 | 22'529 | 50.59% | 90.25% |
14.12.2015 | 45.68% | 0.06 | 0.07 | 750'000 | 750'000 | 749'999 | 750'000 | 22'805 | 32'338 | 79.45% | 79.45% |
11.12.2015 | 32.27% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 22'389 | 30'286 | 65.83% | 84.95% |
10.12.2015 | 76.23% | 0.01 | 0.03 | 750'000 | 750'000 | 749'999 | 750'000 | 10'736 | 22'827 | 85.76% | 96.73% |
09.12.2015 | 61.77% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 13'094 | 23'508 | 78.94% | 92.80% |
08.12.2015 | 82.37% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 9'704 | 22'500 | 5.37% | 88.63% |