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 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 99.25% |
17.12.2015 | 71.57% | 0.02 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'944 | 1'244 | 9.61% | 97.34% |
16.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 20.18% | 98.39% |
15.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 2.68% | 100.00% |
14.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 21.52% | 98.97% |
11.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 24.69% | 99.91% |
10.12.2015 | 44.70% | 0.02 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 | 1'580 | 99.47% | 99.47% |
09.12.2015 | 39.39% | 0.04 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 11'393 | 1'690 | 100.00% | 100.00% |
08.12.2015 | 32.74% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 16'124 | 2'208 | 100.00% | 100.00% |