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 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.12.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.32% |
16.12.2015 | - | - | 0.02 | 0 | 450'000 | 0 | 0 | 0 | 0 | 0.00% | 98.39% |
15.12.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.05% |
14.12.2015 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.88% |
11.12.2015 | 83.25% | 0.01 | 0.02 | 250'000 | 350'000 | 250'949 | 250'949 | 3'217 | 7'528 | 26.11% | 97.82% |
10.12.2015 | 79.76% | 0.01 | 0.03 | 300'000 | 300'000 | 271'097 | 271'097 | 3'749 | 8'372 | 51.55% | 55.54% |
09.12.2015 | 90.61% | 0.01 | 0.03 | 300'000 | 300'000 | 275'243 | 275'247 | 3'168 | 8'374 | 55.38% | 58.30% |
08.12.2015 | 49.44% | 0.03 | 0.04 | 250'000 | 250'000 | 238'064 | 238'064 | 4'883 | 7'779 | 70.95% | 70.95% |