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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.18% |
17.12.2015 | 91.53% | 0.01 | 0.02 | 500'000 | 100'000 | 498'701 | 498'701 | 5'693 | 14'961 | 59.83% | 95.31% |
16.12.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 396'046 | 396'046 | 3'960 | 11'881 | 2.28% | 90.75% |
15.12.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.03% |
14.12.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.07% |
11.12.2015 | 60.85% | 0.01 | 0.02 | 500'000 | 100'000 | 497'692 | 497'693 | 9'204 | 16'122 | 52.28% | 80.71% |
10.12.2015 | 66.12% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 7'892 | 15'085 | 80.83% | 80.83% |
09.12.2015 | 28.57% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 15'000 | 20'000 | 85.65% | 85.65% |
08.12.2015 | 20.13% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 23'486 | 28'486 | 85.51% | 85.51% |