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 | 80.19% | 0.03 | 0.05 | 150'000 | 150'000 | 151'335 | 151'336 | 2'947 | 6'352 | 74.14% | 98.23% |
17.12.2015 | 27.69% | 0.03 | 0.04 | 150'000 | 150'000 | 209'827 | 209'827 | 7'275 | 9'445 | 69.07% | 69.07% |
16.12.2015 | 100.00% | 0.01 | 0.02 | 400'000 | 400'000 | 441'549 | 441'574 | 4'415 | 13'247 | 2.99% | 76.67% |
15.12.2015 | 46.39% | 0.01 | 0.03 | 400'000 | 400'000 | 357'587 | 357'589 | 8'183 | 12'557 | 53.82% | 53.82% |
14.12.2015 | 16.47% | 0.01 | 0.03 | 250'000 | 250'000 | 230'077 | 230'077 | 14'368 | 16'711 | 71.41% | 71.41% |
11.12.2015 | 10.07% | 0.07 | 0.08 | 200'000 | 200'000 | 200'000 | 200'000 | 19'320 | 21'320 | 81.48% | 81.48% |
10.12.2015 | 7.69% | 0.15 | 0.16 | 200'000 | 200'000 | 199'995 | 200'000 | 26'368 | 28'368 | 89.28% | 89.28% |
09.12.2015 | 9.88% | 0.14 | 0.15 | 200'000 | 200'000 | 252'808 | 252'808 | 27'181 | 29'709 | 88.24% | 88.24% |
08.12.2015 | 18.57% | 0.05 | 0.06 | 400'000 | 400'000 | 299'970 | 299'970 | 15'057 | 18'056 | 87.15% | 87.15% |