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 | 66.24% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 7'153 | 8'165 | 99.89% | 99.89% |
15.12.2016 | 40.78% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 15'093 | 13'172 | 99.92% | 99.92% |
14.12.2016 | 26.50% | 0.05 | 0.07 | 500'000 | 300'000 | 500'000 | 300'000 | 23'940 | 18'558 | 99.45% | 99.69% |
13.12.2016 | 58.34% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 9'632 | 9'864 | 99.43% | 99.43% |
12.12.2016 | 71.75% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'217 | 6'692 | 79.75% | 79.75% |
09.12.2016 | 49.44% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 8'249 | 7'959 | 11.72% | 99.24% |
08.12.2016 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.66% |
07.12.2016 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.76% |
06.12.2016 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |