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 | - | - |
16.12.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.02% |
14.12.2016 | 100.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 30'000 | 18.95% | 98.97% |
13.12.2016 | 42.20% | 0.01 | 0.02 | 525'000 | 525'000 | 525'000 | 525'000 | 11'193 | 16'541 | 92.16% | 98.56% |
12.12.2016 | 20.54% | 0.06 | 0.07 | 975'000 | 975'000 | 974'999 | 975'000 | 43'420 | 53'170 | 91.77% | 91.77% |
09.12.2016 | 13.19% | 0.05 | 0.06 | 325'000 | 325'000 | 325'000 | 324'999 | 25'228 | 28'478 | 93.76% | 93.76% |
08.12.2016 | 4.81% | 0.17 | 0.18 | 300'000 | 300'000 | 300'000 | 300'000 | 61'263 | 64'263 | 97.86% | 97.86% |
07.12.2016 | 4.89% | 0.23 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 60'347 | 63'347 | 99.58% | 99.58% |
06.12.2016 | 3.57% | 0.25 | 0.26 | 275'000 | 275'000 | 275'000 | 275'000 | 76'122 | 78'872 | 98.40% | 98.40% |