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 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 100.00% | 100.00% |
17.12.2015 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 100.00% | 100.00% |
16.12.2015 | 61.09% | 0.01 | 0.02 | 100'000 | 100'000 | 166'322 | 166'322 | 2'494 | 4'157 | 87.61% | 87.61% |
15.12.2015 | 30.32% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 11'387 | 15'387 | 99.85% | 99.85% |
14.12.2015 | 31.67% | 0.04 | 0.05 | 400'000 | 400'000 | 400'000 | 400'000 | 11'005 | 15'005 | 100.00% | 100.00% |
11.12.2015 | 29.04% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 12'005 | 16'005 | 100.00% | 100.00% |
10.12.2015 | 31.66% | 0.01 | 0.02 | 100'000 | 100'000 | 138'355 | 138'355 | 14'043 | 16'397 | 87.37% | 87.37% |
09.12.2015 | 13.16% | 0.15 | 0.17 | 150'000 | 150'000 | 150'000 | 150'000 | 21'372 | 24'372 | 100.00% | 100.00% |
08.12.2015 | 11.18% | 0.17 | 0.19 | 150'000 | 150'000 | 150'000 | 150'000 | 25'385 | 28'385 | 100.00% | 100.00% |