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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 81.03% |
17.12.2015 | 38.03% | 0.01 | 0.01 | 500'000 | 100'000 | 498'986 | 100'000 | 17'953 | 4'725 | 74.99% | 99.55% |
16.12.2015 | 31.15% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 17'468 | 4'719 | 100.00% | 100.00% |
15.12.2015 | 66.07% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 5'331 | 2'101 | 99.90% | 99.90% |
14.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 2'000 | 0.08% | 99.47% |
11.12.2015 | 58.41% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 6'806 | 2'403 | 72.91% | 99.92% |
10.12.2015 | 48.41% | 0.01 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 10'117 | 3'280 | 98.81% | 98.81% |
09.12.2015 | 22.10% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 23'720 | 5'908 | 100.00% | 100.00% |
08.12.2015 | 12.60% | 0.09 | 0.10 | 500'000 | 100'000 | 484'783 | 100'000 | 45'303 | 10'649 | 100.00% | 100.00% |