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 | 41.01% | 0.05 | 0.07 | 200'000 | 200'000 | 200'000 | 200'000 | 7'858 | 11'858 | 100.00% | 100.00% |
17.12.2015 | 26.56% | 0.05 | 0.07 | 200'000 | 200'000 | 200'000 | 200'000 | 13'204 | 17'204 | 100.00% | 100.00% |
16.12.2015 | 16.85% | 0.05 | 0.06 | 250'000 | 250'000 | 227'321 | 227'321 | 14'490 | 17'163 | 78.06% | 78.06% |
15.12.2015 | 18.57% | 0.05 | 0.06 | 250'000 | 250'000 | 273'170 | 273'170 | 13'421 | 16'153 | 100.00% | 100.00% |
14.12.2015 | 24.34% | 0.04 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 11'058 | 14'058 | 99.94% | 99.94% |
11.12.2015 | 20.86% | 0.04 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 13'054 | 16'054 | 99.97% | 99.97% |
10.12.2015 | 19.57% | 0.04 | 0.05 | 300'000 | 300'000 | 300'000 | 300'000 | 13'970 | 16'970 | 100.00% | 100.00% |
09.12.2015 | 18.55% | 0.05 | 0.06 | 300'000 | 300'000 | 299'879 | 299'879 | 14'803 | 17'802 | 100.00% | 100.00% |
08.12.2015 | 14.69% | 0.07 | 0.08 | 250'000 | 250'000 | 273'025 | 273'025 | 17'325 | 20'055 | 100.00% | 100.00% |