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 | 0.01 | 200'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 89.73% |
15.12.2015 | 66.67% | 0.01 | 0.01 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 4'000 | 64.18% | 99.98% |
14.12.2015 | 64.94% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'129 | 4'129 | 92.61% | 99.98% |
11.12.2015 | 27.87% | 0.03 | 0.04 | 200'000 | 200'000 | 158'927 | 158'927 | 4'933 | 6'522 | 100.00% | 100.00% |
10.12.2015 | 18.78% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 7'282 | 8'782 | 99.86% | 99.86% |
09.12.2015 | 13.76% | 0.06 | 0.07 | 150'000 | 150'000 | 139'960 | 139'960 | 9'468 | 10'868 | 99.74% | 99.74% |
08.12.2015 | 10.91% | 0.10 | 0.11 | 100'000 | 100'000 | 102'532 | 102'532 | 8'925 | 9'950 | 99.97% | 99.97% |