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 | - | - |
15.12.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 69.06% |
14.12.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 9.52% |
13.12.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 88.40% |
12.12.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 80.97% |
09.12.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 97.63% |
08.12.2016 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 477'077 | 300'000 | 4'771 | 6'000 | 98.91% | 99.23% |
07.12.2016 | 66.42% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'046 | 6'028 | 98.79% | 98.79% |
06.12.2016 | 37.33% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 11'284 | 9'774 | 99.95% | 99.95% |
05.12.2016 | 20.93% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 21'617 | 15'970 | 95.77% | 95.77% |