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 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.18% |
17.12.2015 | - | 0.08 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.14% |
16.12.2015 | - | 0.14 | - | 360'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.24% |
15.12.2015 | - | 0.23 | - | 220'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.71% |
14.12.2015 | 18.49% | 0.06 | 0.08 | 500'000 | 100'000 | 462'519 | 33'595 | 46'233 | 3'907 | 87.04% | 87.04% |
11.12.2015 | 7.74% | 0.12 | 0.13 | 420'000 | 100'000 | 403'162 | 100'000 | 50'183 | 14'074 | 99.63% | 99.63% |
10.12.2015 | 5.55% | 0.23 | 0.24 | 220'000 | 100'000 | 290'793 | 100'000 | 50'863 | 18'695 | 99.83% | 99.83% |
09.12.2015 | 5.15% | 0.28 | 0.29 | 180'000 | 100'000 | 290'029 | 100'000 | 55'065 | 20'535 | 97.63% | 97.63% |
08.12.2015 | 4.33% | 0.25 | 0.26 | 500'000 | 100'000 | 500'000 | 100'000 | 114'221 | 23'844 | 99.48% | 99.48% |