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 | 30.79% | 0.05 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 5'534 | 7'534 | 100.00% | 100.00% |
17.12.2015 | 27.19% | 0.06 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 6'480 | 8'480 | 100.00% | 100.00% |
16.12.2015 | 25.81% | 0.06 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 6'824 | 8'824 | 87.15% | 87.15% |
15.12.2015 | 26.91% | 0.06 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 6'528 | 8'528 | 99.85% | 99.85% |
14.12.2015 | 27.74% | 0.05 | 0.07 | 100'000 | 100'000 | 104'776 | 104'776 | 7'283 | 9'379 | 100.00% | 100.00% |
11.12.2015 | 12.23% | 0.14 | 0.16 | 100'000 | 100'000 | 99'974 | 100'000 | 15'873 | 17'937 | 100.00% | 100.00% |
10.12.2015 | 12.59% | 0.19 | 0.22 | 100'000 | 100'000 | 100'000 | 100'000 | 18'746 | 21'276 | 100.00% | 100.00% |
09.12.2015 | 13.49% | 0.19 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 19'882 | 22'762 | 100.00% | 100.00% |
08.12.2015 | 13.03% | 0.19 | 0.22 | 100'000 | 100'000 | 100'000 | 100'000 | 20'618 | 23'496 | 100.00% | 100.00% |