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 | 55.77% | 0.03 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 2'677 | 4'677 | 100.00% | 100.00% |
17.12.2015 | 26.88% | 0.04 | 0.06 | 150'000 | 150'000 | 100'838 | 100'849 | 6'651 | 8'668 | 100.00% | 100.00% |
16.12.2015 | 29.62% | 0.05 | 0.07 | 150'000 | 150'000 | 149'964 | 149'964 | 8'301 | 11'152 | 86.43% | 86.43% |
15.12.2015 | 48.90% | 0.03 | 0.04 | 150'000 | 150'000 | 149'917 | 149'978 | 2'741 | 4'242 | 92.49% | 99.85% |
14.12.2015 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 149'188 | 149'188 | 1'492 | 2'984 | 51.91% | 100.00% |
11.12.2015 | 53.93% | 0.02 | 0.03 | 150'000 | 150'000 | 150'000 | 150'000 | 2'217 | 3'717 | 100.00% | 100.00% |
10.12.2015 | 28.29% | 0.02 | 0.03 | 150'000 | 150'000 | 149'989 | 150'000 | 4'647 | 6'147 | 100.00% | 100.00% |
09.12.2015 | 21.30% | 0.04 | 0.05 | 150'000 | 150'000 | 150'000 | 150'000 | 6'353 | 7'853 | 100.00% | 100.00% |
08.12.2015 | 14.21% | 0.06 | 0.07 | 150'000 | 150'000 | 150'000 | 150'000 | 11'182 | 12'900 | 100.00% | 100.00% |