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 | 76.15% | 0.01 | 0.03 | 650'000 | 650'000 | 649'996 | 650'000 | 6'500 | 14'850 | 7.07% | 97.66% |
15.12.2016 | 65.80% | 0.01 | 0.02 | 650'000 | 650'000 | 650'000 | 650'000 | 6'712 | 13'212 | 52.28% | 98.58% |
14.12.2016 | 47.04% | 0.01 | 0.02 | 375'000 | 375'000 | 375'000 | 375'000 | 6'545 | 10'295 | 95.87% | 95.87% |
13.12.2016 | 38.92% | 0.01 | 0.02 | 825'000 | 825'000 | 824'994 | 825'000 | 18'492 | 26'742 | 98.99% | 98.99% |
12.12.2016 | 42.32% | 0.01 | 0.02 | 400'000 | 400'000 | 400'000 | 400'000 | 7'653 | 11'653 | 99.01% | 99.01% |
09.12.2016 | 48.92% | 0.02 | 0.03 | 450'000 | 450'000 | 450'000 | 450'000 | 7'495 | 11'995 | 87.83% | 87.83% |
08.12.2016 | 41.40% | 0.03 | 0.04 | 575'000 | 575'000 | 575'000 | 575'000 | 12'147 | 17'897 | 96.39% | 96.39% |
07.12.2016 | 40.71% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'734 | 29'734 | 98.01% | 98.01% |
06.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.08% |