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 | 83.59% | 0.03 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 8'893 | 20'697 | 98.40% | 98.40% |
17.12.2015 | 11.00% | 0.04 | 0.05 | 500'000 | 500'000 | 494'760 | 494'760 | 46'234 | 51'182 | 95.35% | 95.35% |
16.12.2015 | 10.25% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 46'412 | 51'412 | 97.21% | 97.21% |
15.12.2015 | 11.80% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 40'716 | 45'716 | 95.15% | 95.15% |
14.12.2015 | 30.11% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 14'408 | 19'408 | 93.25% | 93.25% |
11.12.2015 | 17.52% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 26'369 | 31'369 | 97.77% | 97.77% |
10.12.2015 | 16.63% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 27'826 | 32'826 | 94.42% | 94.42% |
09.12.2015 | 17.51% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 26'291 | 31'291 | 91.94% | 91.94% |
08.12.2015 | 20.08% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 23'089 | 28'089 | 98.72% | 98.72% |