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% | 99.97% |
15.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.13% |
14.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 98.59% | 98.82% |
13.12.2016 | 66.62% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 10'019 | 20'019 | 99.65% | 99.65% |
12.12.2016 | 39.05% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'943 | 30'943 | 99.66% | 99.66% |
09.12.2016 | 37.73% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'990 | 31'990 | 99.45% | 99.45% |
08.12.2016 | 13.78% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 999'967 | 83'449 | 94'224 | 90.00% | 90.00% |
07.12.2016 | 7.02% | 0.11 | 0.12 | 975'000 | 975'000 | 974'998 | 974'996 | 135'705 | 145'455 | 99.20% | 99.20% |
06.12.2016 | 2.80% | 0.28 | 0.29 | 800'000 | 800'000 | 800'000 | 800'000 | 283'917 | 291'917 | 98.75% | 98.75% |