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 | - | - | 0.07 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2015 | - | - | 0.04 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 95.07% |
16.12.2015 | - | - | 0.04 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 92.41% |
15.12.2015 | 72.33% | 0.01 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 20'756 | 43'399 | 77.82% | 84.95% |
14.12.2015 | 20.36% | 0.11 | 0.14 | 750'000 | 750'000 | 750'000 | 750'000 | 66'412 | 82'202 | 96.41% | 96.41% |
11.12.2015 | 22.42% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 33'268 | 40'768 | 98.14% | 98.14% |
10.12.2015 | 20.62% | 0.03 | 0.04 | 750'000 | 750'000 | 750'000 | 750'000 | 33'361 | 40'861 | 98.10% | 98.10% |
09.12.2015 | 36.06% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 21'985 | 30'347 | 93.78% | 95.26% |
08.12.2015 | 47.24% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 17'844 | 27'020 | 97.82% | 97.82% |