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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.69% |
17.12.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.62% |
16.12.2015 | 87.89% | 0.01 | 0.03 | 200'000 | 200'000 | 169'556 | 169'556 | 2'199 | 5'334 | 54.44% | 54.44% |
15.12.2015 | 21.72% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 4'125 | 5'125 | 15.75% | 15.75% |
14.12.2015 | 24.55% | 0.06 | 0.07 | 100'000 | 100'000 | 140'932 | 140'932 | 5'212 | 6'621 | 41.05% | 41.05% |
11.12.2015 | 26.56% | 0.03 | 0.04 | 100'000 | 100'000 | 163'205 | 163'205 | 5'535 | 7'195 | 59.77% | 59.77% |
10.12.2015 | 81.57% | 0.01 | 0.03 | 200'000 | 200'000 | 238'376 | 238'376 | 3'074 | 7'151 | 86.43% | 86.60% |
09.12.2015 | 97.04% | 0.01 | 0.03 | 200'000 | 200'000 | 271'567 | 271'567 | 2'831 | 8'147 | 71.13% | 86.44% |
08.12.2015 | - | - | 0.02 | 0 | 350'000 | 0 | 0 | 0 | 0 | 0.00% | 95.75% |