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 | 85.70% | 0.01 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 6'010 | 1'478 | 99.90% | 99.97% |
17.12.2015 | 43.53% | 0.01 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 22'323 | 3'204 | 99.77% | 99.77% |
16.12.2015 | 31.48% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 22'365 | 3'052 | 99.99% | 99.99% |
15.12.2015 | 45.75% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 13'618 | 2'124 | 99.78% | 99.78% |
14.12.2015 | 70.21% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 9'401 | 1'780 | 100.00% | 100.00% |
11.12.2015 | 28.13% | 0.02 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 26'692 | 3'491 | 99.82% | 99.82% |
10.12.2015 | 19.15% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 37'599 | 4'553 | 99.26% | 99.26% |
09.12.2015 | 23.20% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 31'846 | 4'003 | 99.97% | 99.97% |
08.12.2015 | 20.97% | 0.08 | 0.10 | 500'000 | 50'000 | 500'000 | 50'000 | 35'898 | 4'460 | 99.30% | 99.98% |