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 | 12.74% | 0.09 | 0.10 | 400'000 | 400'000 | 400'000 | 400'000 | 29'736 | 33'736 | 97.38% | 97.38% |
17.12.2015 | 10.91% | 0.07 | 0.08 | 500'000 | 500'000 | 491'566 | 491'566 | 43'218 | 48'133 | 100.00% | 100.00% |
16.12.2015 | 28.06% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 998'807 | 998'807 | 31'545 | 41'534 | 87.72% | 87.72% |
15.12.2015 | 31.00% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'187 | 38'187 | 99.96% | 99.96% |
14.12.2015 | 31.07% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'898 | 1'000'000 | 27'815 | 37'818 | 100.00% | 100.00% |
11.12.2015 | 25.21% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'982 | 999'982 | 35'420 | 45'420 | 100.00% | 100.00% |
10.12.2015 | 14.65% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 47'736 | 55'236 | 100.00% | 100.00% |
09.12.2015 | 13.27% | 0.07 | 0.08 | 750'000 | 750'000 | 756'831 | 756'964 | 53'821 | 61'400 | 100.00% | 100.00% |
08.12.2015 | 9.98% | 0.09 | 0.10 | 750'000 | 750'000 | 748'940 | 748'962 | 72'257 | 79'753 | 100.00% | 100.00% |