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 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2015 | 64.63% | 0.01 | 0.01 | 500'000 | 500'000 | 500'000 | 500'000 | 5'381 | 10'381 | 41.23% | 100.00% |
16.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 25.66% | 87.40% |
15.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 1.23% | 99.98% |
14.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 26.19% | 100.00% |
11.12.2015 | 60.77% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 6'105 | 11'105 | 100.00% | 100.00% |
10.12.2015 | 40.54% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'079 | 15'079 | 99.83% | 99.83% |
09.12.2015 | 25.43% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 17'531 | 22'531 | 99.72% | 99.72% |
08.12.2015 | 15.44% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 30'650 | 35'650 | 99.99% | 99.99% |