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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2015 | 6.78% | 0.13 | 0.16 | 200'000 | 200'000 | 200'588 | 200'588 | 58'986 | 62'230 | 89.15% | 89.15% |
16.12.2015 | 5.60% | 0.15 | 0.16 | 350'000 | 350'000 | 388'403 | 388'403 | 68'082 | 71'966 | 98.51% | 98.51% |
15.12.2015 | 10.24% | 0.14 | 0.15 | 600'000 | 600'000 | 621'363 | 621'363 | 59'703 | 65'916 | 95.03% | 95.03% |
14.12.2015 | 9.19% | 0.05 | 0.06 | 500'000 | 500'000 | 500'536 | 500'536 | 54'492 | 59'497 | 97.54% | 97.54% |
11.12.2015 | 5.79% | 0.13 | 0.14 | 450'000 | 450'000 | 411'952 | 411'952 | 70'426 | 74'546 | 98.14% | 98.14% |
10.12.2015 | 4.21% | 0.25 | 0.26 | 400'000 | 400'000 | 400'000 | 400'000 | 93'749 | 97'749 | 98.95% | 98.95% |
09.12.2015 | 3.50% | 0.28 | 0.29 | 350'000 | 350'000 | 330'322 | 330'322 | 93'342 | 96'645 | 96.73% | 96.73% |
08.12.2015 | 2.50% | 0.36 | 0.37 | 300'000 | 300'000 | 279'699 | 279'699 | 111'569 | 114'366 | 97.34% | 97.34% |