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 | - | 0.03 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 2.37% |
17.12.2015 | - | 0.15 | - | 340'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
16.12.2015 | - | 0.19 | - | 270'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.51% |
15.12.2015 | - | 0.28 | - | 180'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.81% |
14.12.2015 | 13.89% | 0.09 | 0.11 | 500'000 | 100'000 | 379'153 | 33'596 | 50'749 | 5'089 | 87.03% | 87.03% |
11.12.2015 | 5.65% | 0.16 | 0.17 | 320'000 | 100'000 | 296'076 | 100'000 | 50'834 | 18'903 | 99.46% | 99.46% |
10.12.2015 | 4.27% | 0.29 | 0.30 | 180'000 | 100'000 | 220'669 | 100'000 | 50'559 | 24'097 | 98.30% | 98.30% |
09.12.2015 | 3.96% | 0.34 | 0.35 | 150'000 | 100'000 | 230'577 | 100'000 | 57'348 | 26'331 | 98.01% | 98.01% |
08.12.2015 | 3.40% | 0.31 | 0.32 | 500'000 | 100'000 | 500'000 | 100'000 | 145'683 | 30'137 | 99.49% | 99.49% |