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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 87.63% |
15.12.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.85% |
14.12.2015 | 66.67% | 0.01 | 0.01 | 400'000 | 100'000 | 400'000 | 400'000 | 4'000 | 8'000 | 1.32% | 100.00% |
11.12.2015 | 66.67% | 0.01 | 0.01 | 400'000 | 100'000 | 382'267 | 382'267 | 3'823 | 7'645 | 27.17% | 100.00% |
10.12.2015 | 21.27% | 0.01 | 0.01 | 100'000 | 100'000 | 274'056 | 274'056 | 11'758 | 14'499 | 56.31% | 88.44% |
09.12.2015 | 20.40% | 0.05 | 0.06 | 250'000 | 250'000 | 273'745 | 273'778 | 12'126 | 14'865 | 100.00% | 100.00% |
08.12.2015 | 15.32% | 0.06 | 0.07 | 250'000 | 250'000 | 245'764 | 245'764 | 14'858 | 17'316 | 100.00% | 100.00% |