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 | 30.07% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 14'358 | 19'358 | 99.34% | 99.34% |
17.12.2015 | 96.23% | 0.01 | 0.03 | 500'000 | 500'000 | 477'807 | 477'807 | 5'092 | 14'334 | 6.44% | 98.86% |
16.12.2015 | 16.45% | 0.07 | 0.08 | 500'000 | 500'000 | 500'000 | 500'000 | 28'274 | 33'274 | 98.49% | 98.49% |
15.12.2015 | 8.19% | 0.08 | 0.09 | 500'000 | 500'000 | 434'682 | 434'682 | 51'740 | 56'087 | 97.22% | 97.22% |
14.12.2015 | 6.11% | 0.20 | 0.21 | 250'000 | 250'000 | 336'736 | 336'736 | 53'464 | 56'832 | 98.37% | 98.37% |
11.12.2015 | 10.15% | 0.14 | 0.15 | 400'000 | 400'000 | 483'533 | 483'533 | 46'906 | 51'741 | 99.29% | 99.29% |
10.12.2015 | 13.64% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 34'488 | 39'488 | 97.22% | 97.22% |
09.12.2015 | 16.84% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 27'578 | 32'578 | 98.80% | 98.80% |
08.12.2015 | 26.30% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 16'965 | 21'965 | 99.29% | 99.29% |