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 | 21.47% | 0.08 | 0.10 | 37'500 | 37'500 | 37'500 | 37'500 | 3'129 | 3'879 | 99.22% | 99.22% |
15.12.2016 | 11.14% | 0.13 | 0.15 | 100'000 | 100'000 | 114'869 | 114'869 | 12'982 | 14'424 | 95.19% | 95.19% |
14.12.2016 | 20.21% | 0.15 | 0.18 | 175'000 | 175'000 | 134'630 | 134'630 | 18'401 | 22'440 | 98.72% | 98.72% |
13.12.2016 | 37.18% | 0.15 | 0.18 | 450'000 | 450'000 | 329'682 | 329'682 | 24'083 | 33'973 | 99.36% | 99.36% |
12.12.2016 | 33.86% | 0.07 | 0.10 | 225'000 | 225'000 | 171'103 | 171'103 | 12'739 | 17'872 | 98.10% | 98.10% |
09.12.2016 | 26.16% | 0.10 | 0.13 | 250'000 | 250'000 | 182'968 | 182'968 | 18'543 | 24'032 | 99.09% | 99.09% |
08.12.2016 | 32.84% | 0.12 | 0.15 | 350'000 | 350'000 | 256'097 | 256'097 | 20'890 | 28'573 | 98.91% | 98.91% |
07.12.2016 | 39.11% | 0.05 | 0.08 | 400'000 | 400'000 | 292'988 | 292'988 | 18'018 | 26'807 | 99.31% | 99.31% |
06.12.2016 | 30.46% | 0.07 | 0.10 | 350'000 | 350'000 | 256'162 | 256'162 | 21'307 | 28'992 | 98.89% | 98.89% |