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% | 87.81% |
15.12.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.96% |
14.12.2015 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11.12.2015 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 372'519 | 372'519 | 3'725 | 7'450 | 1.93% | 100.00% |
10.12.2015 | 66.43% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 4'035 | 8'035 | 100.00% | 100.00% |
09.12.2015 | 42.87% | 0.02 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 7'570 | 11'570 | 100.00% | 100.00% |
08.12.2015 | 25.57% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 14'114 | 18'114 | 100.00% | 100.00% |