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 | - | - |
15.01.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.60% |
14.01.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.10% |
13.01.2016 | 30.42% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 14'889 | 19'961 | 99.31% | 99.31% |
12.01.2016 | 38.76% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 12'620 | 18'106 | 97.71% | 97.71% |
11.01.2016 | 34.17% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 13'780 | 19'069 | 97.49% | 97.49% |
08.01.2016 | 16.68% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 499'999 | 27'726 | 32'726 | 97.96% | 97.96% |
07.01.2016 | 17.05% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 27'121 | 32'121 | 96.66% | 96.66% |
06.01.2016 | 14.06% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 33'564 | 38'564 | 98.62% | 98.62% |
05.01.2016 | 11.75% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 40'344 | 45'344 | 99.30% | 99.30% |