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 | - | 0.12 | - | 420'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
15.12.2016 | 28.07% | 0.12 | 0.15 | 420'000 | 100'000 | 482'176 | 61'858 | 44'704 | 7'958 | 91.35% | 91.35% |
14.12.2016 | 16.76% | 0.09 | 0.12 | 500'000 | 100'000 | 500'000 | 60'536 | 34'182 | 5'118 | 99.24% | 99.24% |
13.12.2016 | 15.63% | 0.06 | 0.07 | 500'000 | 100'000 | 500'000 | 60'834 | 40'501 | 5'670 | 100.00% | 100.00% |
12.12.2016 | 21.84% | 0.11 | 0.14 | 460'000 | 100'000 | 412'546 | 60'834 | 50'455 | 9'184 | 99.99% | 99.99% |
09.12.2016 | 14.87% | 0.11 | 0.14 | 460'000 | 100'000 | 443'936 | 60'819 | 50'483 | 8'068 | 100.00% | 100.00% |
08.12.2016 | 12.05% | 0.11 | 0.12 | 460'000 | 100'000 | 497'339 | 60'572 | 42'133 | 6'029 | 100.00% | 100.00% |
07.12.2016 | 18.11% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 61'432 | 25'182 | 3'704 | 94.62% | 94.62% |
06.12.2016 | 22.32% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 61'116 | 20'394 | 3'106 | 97.05% | 97.05% |