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 | - | 0.07 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 2.40% |
17.12.2015 | - | 0.41 | - | 130'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.05% |
16.12.2015 | - | 0.44 | - | 120'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.74% |
15.12.2015 | - | 0.55 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.67% |
14.12.2015 | 5.16% | 0.26 | 0.28 | 200'000 | 100'000 | 137'318 | 100'000 | 51'793 | 40'930 | 87.04% | 87.04% |
11.12.2015 | 1.63% | 0.51 | 0.52 | 100'000 | 100'000 | 100'376 | 100'000 | 62'672 | 63'490 | 80.69% | 80.69% |
10.12.2015 | 1.23% | 0.87 | 0.88 | 100'000 | 100'000 | 100'000 | 100'000 | 80'866 | 81'866 | 99.98% | 99.98% |
09.12.2015 | 0.91% | 1.09 | 1.10 | 100'000 | 100'000 | 135'716 | 100'000 | 152'710 | 110'470 | 92.32% | 92.32% |
08.12.2015 | 0.99% | 1.23 | 1.24 | 500'000 | 100'000 | 500'000 | 100'000 | 507'553 | 102'511 | 99.99% | 99.99% |