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 | 36.26% | 0.06 | 0.08 | 410'000 | 410'000 | 410'000 | 410'000 | 18'863 | 27'063 | 93.75% | 93.75% |
17.12.2015 | 18.75% | 0.07 | 0.09 | 420'000 | 420'000 | 420'000 | 420'000 | 41'708 | 50'108 | 96.14% | 96.14% |
16.12.2015 | 28.13% | 0.05 | 0.07 | 490'000 | 490'000 | 510'777 | 510'777 | 31'540 | 41'756 | 95.70% | 95.70% |
15.12.2015 | 38.50% | 0.05 | 0.07 | 640'000 | 640'000 | 684'836 | 684'836 | 29'019 | 42'716 | 99.59% | 99.59% |
14.12.2015 | 39.71% | 0.02 | 0.04 | 640'000 | 640'000 | 644'072 | 644'072 | 27'448 | 40'330 | 99.79% | 99.79% |
11.12.2015 | 27.40% | 0.05 | 0.07 | 570'000 | 570'000 | 570'000 | 570'000 | 36'909 | 48'309 | 99.47% | 99.47% |
10.12.2015 | 21.59% | 0.08 | 0.10 | 560'000 | 560'000 | 576'145 | 576'145 | 47'894 | 59'417 | 98.27% | 98.27% |
09.12.2015 | 18.16% | 0.10 | 0.12 | 540'000 | 540'000 | 520'841 | 520'841 | 52'343 | 62'760 | 93.82% | 93.82% |
08.12.2015 | 13.77% | 0.12 | 0.14 | 460'000 | 460'000 | 455'921 | 455'921 | 62'110 | 71'228 | 98.86% | 98.86% |