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 | - | - |
17.12.2015 | 66.67% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'000 | 98.94% | 98.94% |
16.12.2015 | 74.36% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'115 | 98.89% | 98.89% |
15.12.2015 | 66.87% | 0.01 | 0.02 | 500'000 | 50'000 | 498'506 | 49'851 | 4'985 | 999 | 99.94% | 99.94% |
14.12.2015 | 66.67% | 0.01 | 0.02 | 350'000 | 50'000 | 499'998 | 50'000 | 5'000 | 1'000 | 40.13% | 100.00% |
11.12.2015 | 82.83% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 46'298 | 5'159 | 1'163 | 100.00% | 100.00% |
10.12.2015 | 57.69% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 12'709 | 2'271 | 100.00% | 100.00% |
09.12.2015 | 44.01% | 0.04 | 0.06 | 500'000 | 50'000 | 500'000 | 50'000 | 18'065 | 2'807 | 100.00% | 100.00% |
08.12.2015 | 30.87% | 0.05 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 29'232 | 3'923 | 99.97% | 99.97% |
07.12.2015 | 19.71% | 0.10 | 0.12 | 500'000 | 50'000 | 469'749 | 40'636 | 60'014 | 6'263 | 99.95% | 99.95% |