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 | 29.09% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 30'620 | 4'104 | 100.00% | 100.00% |
17.12.2015 | 20.73% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 45'491 | 5'599 | 99.99% | 99.99% |
16.12.2015 | 24.30% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 32'789 | 4'168 | 100.00% | 100.00% |
15.12.2015 | 27.00% | 0.04 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 24'608 | 3'236 | 100.00% | 100.00% |
14.12.2015 | 44.43% | 0.04 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 16'787 | 2'609 | 100.00% | 100.00% |
11.12.2015 | 33.22% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 19'844 | 2'744 | 100.00% | 100.00% |
10.12.2015 | 33.81% | 0.05 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 18'839 | 2'637 | 99.91% | 99.91% |
09.12.2015 | 32.58% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 21'755 | 3'008 | 100.00% | 100.00% |
08.12.2015 | 25.27% | 0.06 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 31'358 | 4'037 | 100.00% | 100.00% |