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 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 92.01% |
17.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 499'965 | 300'000 | 5'000 | 6'000 | 0.12% | 82.72% |
16.12.2015 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 87.56% |
15.12.2015 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 94.74% |
14.12.2015 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.78% |
11.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 1.55% | 99.73% |
10.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 6.19% | 98.81% |
09.12.2015 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 84.38% | 100.00% |
08.12.2015 | 52.07% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 7'737 | 7'642 | 100.00% | 100.00% |