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 | 32.95% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 13'188 | 7'281 | 96.99% | 96.99% |
15.12.2016 | 20.70% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 200'000 | 22'666 | 11'066 | 100.00% | 100.00% |
14.12.2016 | 20.32% | 0.04 | 0.05 | 500'000 | 200'000 | 500'000 | 200'000 | 22'464 | 10'986 | 100.00% | 100.00% |
13.12.2016 | 11.99% | 0.07 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 39'673 | 17'869 | 100.00% | 100.00% |
12.12.2016 | 8.02% | 0.09 | 0.10 | 500'000 | 200'000 | 420'528 | 200'000 | 50'435 | 26'192 | 86.33% | 86.33% |
09.12.2016 | 7.23% | 0.13 | 0.14 | 390'000 | 200'000 | 361'973 | 200'000 | 50'676 | 30'364 | 99.94% | 99.94% |
08.12.2016 | 9.06% | 0.21 | 0.23 | 240'000 | 200'000 | 238'716 | 200'000 | 50'374 | 46'325 | 98.51% | 99.06% |
07.12.2016 | 6.56% | 0.20 | 0.21 | 250'000 | 200'000 | 344'086 | 200'000 | 50'707 | 31'705 | 98.03% | 98.03% |
06.12.2016 | 15.72% | 0.09 | 0.10 | 500'000 | 200'000 | 500'000 | 200'000 | 30'789 | 14'322 | 94.33% | 94.33% |