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 | 23.86% | 0.08 | 0.10 | 500'000 | 300'000 | 500'000 | 300'000 | 37'078 | 28'247 | 100.00% | 100.00% |
17.12.2015 | 19.70% | 0.08 | 0.10 | 500'000 | 300'000 | 500'000 | 297'481 | 46'935 | 33'959 | 99.45% | 99.45% |
16.12.2015 | 21.75% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 21'001 | 15'601 | 100.00% | 100.00% |
15.12.2015 | 28.18% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 297'704 | 15'994 | 12'574 | 99.93% | 99.93% |
14.12.2015 | 26.91% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 16'859 | 13'115 | 99.91% | 99.91% |
11.12.2015 | 18.89% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 26'294 | 18'776 | 97.70% | 97.70% |
10.12.2015 | 11.68% | 0.08 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 40'384 | 27'230 | 99.47% | 99.47% |
09.12.2015 | 11.29% | 0.10 | 0.11 | 500'000 | 300'000 | 496'380 | 300'000 | 42'107 | 28'505 | 100.00% | 100.00% |
08.12.2015 | 8.14% | 0.11 | 0.12 | 460'000 | 300'000 | 427'637 | 300'000 | 50'373 | 38'870 | 100.00% | 100.00% |