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 | - | - |
14.01.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 90.33% |
13.01.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 96.34% |
12.01.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 69.05% |
11.01.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 88.07% |
08.01.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 93.20% |
07.01.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 70.20% |
06.01.2016 | 62.69% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'828 | 6'536 | 93.84% | 99.98% |
05.01.2016 | 37.46% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 11'630 | 10'102 | 100.00% | 100.00% |
30.12.2015 | 8.73% | 0.11 | 0.12 | 460'000 | 300'000 | 421'635 | 300'000 | 50'498 | 39'382 | 100.00% | 100.00% |