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 | - | 0.67 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.24% |
17.12.2015 | - | 0.46 | - | 110'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
16.12.2015 | - | 0.54 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.80% |
15.12.2015 | - | 0.55 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
14.12.2015 | 5.71% | 0.83 | 0.88 | 70'000 | 5'000 | 65'541 | 5'733 | 53'844 | 4'963 | 78.55% | 78.55% |
11.12.2015 | 1.59% | 0.79 | 0.80 | 100'000 | 100'000 | 100'019 | 100'000 | 63'549 | 64'539 | 85.65% | 85.65% |
10.12.2015 | 1.81% | 0.50 | 0.51 | 100'000 | 100'000 | 100'614 | 100'000 | 55'292 | 55'998 | 99.95% | 99.95% |
09.12.2015 | 2.17% | 0.36 | 0.37 | 140'000 | 100'000 | 152'222 | 100'000 | 68'812 | 47'306 | 80.57% | 80.57% |
08.12.2015 | 2.31% | 0.40 | 0.41 | 500'000 | 100'000 | 500'000 | 100'000 | 216'180 | 44'236 | 99.97% | 99.97% |