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 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.81% |
16.12.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.71% |
15.12.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.78% |
14.12.2015 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11.12.2015 | 78.79% | 0.03 | 0.04 | 340'000 | 340'000 | 335'939 | 335'939 | 5'375 | 11'083 | 99.91% | 100.00% |
10.12.2015 | 38.38% | 0.02 | 0.03 | 270'000 | 270'000 | 265'929 | 265'929 | 5'687 | 8'347 | 99.90% | 99.90% |
09.12.2015 | 31.94% | 0.03 | 0.04 | 260'000 | 260'000 | 284'890 | 284'890 | 7'604 | 10'453 | 98.03% | 98.03% |
08.12.2015 | 26.17% | 0.03 | 0.04 | 280'000 | 280'000 | 379'497 | 379'497 | 13'442 | 17'237 | 98.58% | 98.58% |