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 | 59.09% | 0.01 | 0.01 | 400'000 | 100'000 | 499'126 | 499'631 | 6'697 | 11'708 | 61.25% | 73.75% |
16.12.2015 | 50.81% | 0.01 | 0.02 | 500'000 | 500'000 | 499'684 | 500'000 | 7'966 | 12'973 | 85.53% | 85.64% |
15.12.2015 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 15.77% | 99.98% |
14.12.2015 | 55.24% | 0.01 | 0.01 | 250'000 | 100'000 | 499'546 | 500'000 | 7'134 | 12'143 | 94.57% | 100.00% |
11.12.2015 | 35.93% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 11'890 | 16'890 | 100.00% | 100.00% |
10.12.2015 | 31.27% | 0.03 | 0.04 | 500'000 | 500'000 | 499'672 | 499'442 | 13'986 | 18'978 | 99.81% | 99.81% |
09.12.2015 | 18.89% | 0.04 | 0.05 | 500'000 | 500'000 | 499'598 | 499'531 | 24'225 | 29'218 | 99.72% | 99.72% |
08.12.2015 | 14.47% | 0.06 | 0.07 | 500'000 | 500'000 | 499'514 | 499'591 | 32'615 | 37'613 | 99.98% | 99.98% |