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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2015 | - | - | 0.02 | 0 | 75'000 | 0 | 0 | 0 | 0 | 0.00% | 99.75% |
16.12.2015 | - | - | 0.02 | 0 | 170'000 | 0 | 0 | 0 | 0 | 0.00% | 99.49% |
15.12.2015 | - | - | 0.02 | 0 | 180'000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
14.12.2015 | - | - | 0.02 | 0 | 260'000 | 0 | 0 | 0 | 0 | 0.00% | 99.76% |
11.12.2015 | 42.17% | 0.01 | 0.02 | 100'000 | 150'000 | 100'000 | 100'000 | 2'258 | 3'363 | 32.47% | 99.73% |
10.12.2015 | 35.22% | 0.03 | 0.04 | 120'000 | 120'000 | 136'969 | 136'969 | 3'454 | 4'916 | 74.84% | 98.98% |
09.12.2015 | 90.88% | 0.01 | 0.03 | 130'000 | 130'000 | 121'932 | 121'932 | 1'457 | 3'745 | 99.06% | 99.06% |
08.12.2015 | 27.39% | 0.02 | 0.03 | 100'000 | 100'000 | 91'101 | 91'101 | 2'983 | 3'894 | 99.16% | 99.16% |