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 | 11.23% | 0.09 | 0.11 | 50'000 | 50'000 | 41'070 | 41'070 | 3'687 | 4'139 | 78.38% | 78.38% |
15.12.2016 | 11.61% | 0.16 | 0.17 | 112'500 | 112'500 | 81'483 | 81'483 | 7'681 | 8'496 | 67.78% | 67.78% |
14.12.2016 | 9.94% | 0.11 | 0.12 | 112'500 | 112'500 | 75'672 | 75'672 | 7'541 | 8'297 | 65.11% | 65.11% |
13.12.2016 | 24.01% | 0.10 | 0.11 | 212'500 | 212'500 | 140'950 | 140'951 | 6'444 | 7'854 | 87.17% | 87.17% |
12.12.2016 | 28.07% | 0.03 | 0.04 | 162'500 | 162'500 | 110'476 | 110'476 | 3'543 | 4'648 | 72.18% | 72.18% |
09.12.2016 | 46.42% | 0.09 | 0.10 | 362'500 | 362'500 | 254'740 | 254'740 | 7'883 | 10'430 | 74.93% | 74.93% |
08.12.2016 | 60.37% | 0.02 | 0.03 | 500'000 | 500'000 | 402'005 | 402'005 | 5'200 | 9'220 | 15.42% | 82.98% |
07.12.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.29% |
06.12.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.45% |