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 | 24.24% | 0.15 | 0.19 | 300'000 | 300'000 | 300'000 | 300'000 | 43'568 | 55'568 | 93.87% | 93.87% |
17.12.2015 | 24.90% | 0.16 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 42'417 | 54'417 | 80.08% | 80.08% |
16.12.2015 | 39.88% | 0.06 | 0.10 | 400'000 | 400'000 | 381'690 | 381'690 | 31'167 | 46'436 | 95.48% | 95.48% |
15.12.2015 | 52.76% | 0.10 | 0.14 | 450'000 | 450'000 | 506'833 | 506'833 | 28'963 | 49'237 | 99.78% | 99.78% |
14.12.2015 | 55.65% | 0.03 | 0.07 | 550'000 | 550'000 | 508'294 | 512'498 | 27'299 | 47'965 | 100.00% | 100.00% |
11.12.2015 | 36.90% | 0.07 | 0.11 | 500'000 | 500'000 | 462'600 | 462'600 | 41'395 | 59'899 | 99.19% | 99.19% |
10.12.2015 | 33.03% | 0.11 | 0.15 | 500'000 | 500'000 | 481'694 | 481'694 | 49'078 | 68'345 | 99.21% | 99.21% |
09.12.2015 | 30.68% | 0.09 | 0.13 | 450'000 | 450'000 | 412'440 | 412'440 | 45'881 | 62'378 | 99.85% | 99.85% |
08.12.2015 | 22.40% | 0.14 | 0.18 | 400'000 | 400'000 | 362'497 | 362'497 | 57'821 | 72'321 | 100.00% | 100.00% |