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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.13% |
15.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.75% |
14.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.77% |
13.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.12.2016 | 46.75% | 0.01 | 0.02 | 675'000 | 675'000 | 675'000 | 675'000 | 11'810 | 18'560 | 98.76% | 98.76% |
09.12.2016 | 35.10% | 0.02 | 0.03 | 350'000 | 350'000 | 350'000 | 350'000 | 8'626 | 12'126 | 99.46% | 99.46% |
08.12.2016 | 14.88% | 0.06 | 0.07 | 400'000 | 400'000 | 400'000 | 400'000 | 25'149 | 29'149 | 95.44% | 95.44% |
07.12.2016 | 26.87% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 999'999 | 999'999 | 32'969 | 42'969 | 98.75% | 98.75% |
06.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 40.91% | 99.43% |