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 | 57.88% | 0.01 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 13'115 | 23'334 | 98.59% | 98.59% |
17.12.2015 | 85.02% | 0.03 | 0.04 | 500'000 | 500'000 | 498'671 | 498'671 | 6'679 | 15'508 | 51.51% | 95.58% |
16.12.2015 | 90.54% | 0.02 | 0.03 | 500'000 | 500'000 | 499'470 | 499'470 | 5'904 | 15'134 | 88.93% | 95.30% |
15.12.2015 | 23.78% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 19'944 | 24'944 | 94.82% | 94.82% |
14.12.2015 | 8.61% | 0.12 | 0.13 | 450'000 | 450'000 | 486'714 | 486'714 | 54'128 | 58'995 | 89.01% | 89.01% |
11.12.2015 | 12.73% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 37'176 | 42'176 | 97.60% | 97.60% |
10.12.2015 | 11.85% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 39'905 | 44'905 | 94.43% | 94.43% |
09.12.2015 | 12.13% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 38'831 | 43'831 | 97.41% | 97.41% |
08.12.2015 | 10.48% | 0.06 | 0.07 | 500'000 | 500'000 | 499'184 | 499'184 | 45'674 | 50'665 | 98.81% | 98.81% |