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 | - | 0.61 | - | 90'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.67% |
17.12.2015 | - | 0.82 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
16.12.2015 | - | 0.76 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
15.12.2015 | - | 0.80 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.70% |
14.12.2015 | 3.42% | 0.49 | 0.51 | 110'000 | 100'000 | 92'059 | 33'596 | 52'929 | 19'809 | 87.01% | 87.01% |
11.12.2015 | 1.45% | 0.64 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 69'261 | 70'261 | 99.95% | 99.95% |
10.12.2015 | 1.30% | 0.84 | 0.85 | 100'000 | 100'000 | 100'000 | 100'000 | 76'426 | 77'426 | 99.97% | 99.97% |
09.12.2015 | 1.24% | 0.92 | 0.93 | 100'000 | 100'000 | 133'662 | 100'000 | 108'442 | 81'773 | 98.15% | 98.15% |
08.12.2015 | 1.15% | 0.89 | 0.90 | 500'000 | 100'000 | 500'000 | 100'000 | 432'546 | 87'509 | 99.94% | 99.94% |