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 | 26.98% | 0.06 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 30'497 | 4'013 | 100.00% | 100.00% |
15.12.2016 | 50.11% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 8'857 | 1'435 | 99.95% | 99.95% |
14.12.2016 | 24.58% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 21'201 | 2'682 | 99.87% | 99.87% |
13.12.2016 | 16.61% | 0.06 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 32'034 | 3'781 | 100.00% | 100.00% |
12.12.2016 | 22.65% | 0.06 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 26'630 | 3'340 | 86.29% | 86.29% |
09.12.2016 | 18.88% | 0.07 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 26'265 | 3'156 | 100.00% | 100.00% |
08.12.2016 | 26.87% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 17'238 | 2'250 | 99.56% | 99.56% |
07.12.2016 | 21.39% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 23'495 | 2'901 | 100.00% | 100.00% |
06.12.2016 | 16.28% | 0.06 | 0.08 | 500'000 | 50'000 | 500'000 | 50'000 | 32'480 | 3'820 | 99.97% | 99.97% |