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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2015 | - | 0.02 | 0.04 | 300'000 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 94.45% |
16.12.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 81.60% |
15.12.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
14.12.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.94% |
11.12.2015 | 83.13% | 0.01 | 0.02 | 750'000 | 750'000 | 749'999 | 750'000 | 9'612 | 22'504 | 38.40% | 85.12% |
10.12.2015 | 44.22% | 0.03 | 0.04 | 750'000 | 750'000 | 749'999 | 749'997 | 17'797 | 26'573 | 65.69% | 65.69% |
09.12.2015 | 20.35% | 0.04 | 0.05 | 750'000 | 750'000 | 750'000 | 749'999 | 33'810 | 41'310 | 93.55% | 93.55% |
08.12.2015 | 11.25% | 0.07 | 0.08 | 600'000 | 600'000 | 579'405 | 579'405 | 50'428 | 56'222 | 85.64% | 85.64% |