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 | - | - | 0.03 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.97% |
17.12.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.01% |
16.12.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.55% |
15.12.2015 | 100.00% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 15'000 | 40.38% | 98.85% |
14.12.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 15'000 | 73.75% | 98.54% |
11.12.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 15'000 | 98.55% | 98.99% |
10.12.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 15'000 | 99.95% | 99.95% |
09.12.2015 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 15'000 | 15.81% | 96.77% |
08.12.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.34% |