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 | - | 0.08 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
15.12.2016 | 34.38% | 0.09 | 0.12 | 500'000 | 60'000 | 500'000 | 36'142 | 36'239 | 3'775 | 91.70% | 91.70% |
14.12.2016 | 30.36% | 0.06 | 0.07 | 500'000 | 60'000 | 500'000 | 36'501 | 41'502 | 4'087 | 99.97% | 99.97% |
13.12.2016 | 22.26% | 0.06 | 0.07 | 500'000 | 60'000 | 500'000 | 36'480 | 21'388 | 2'016 | 99.91% | 99.91% |
12.12.2016 | 56.94% | 0.04 | 0.05 | 500'000 | 60'000 | 499'504 | 36'478 | 14'203 | 1'824 | 99.88% | 99.88% |
09.12.2016 | 35.27% | 0.03 | 0.05 | 500'000 | 60'000 | 500'000 | 36'491 | 17'652 | 1'825 | 100.00% | 100.00% |
08.12.2016 | 83.77% | 0.03 | 0.05 | 500'000 | 60'000 | 500'000 | 36'490 | 10'273 | 1'825 | 99.97% | 99.97% |
07.12.2016 | 133.33% | 0.01 | 0.05 | 500'000 | 60'000 | 500'000 | 36'860 | 5'000 | 1'843 | 94.60% | 94.60% |
06.12.2016 | 133.33% | 0.01 | 0.05 | 500'000 | 60'000 | 500'000 | 36'490 | 5'000 | 1'825 | 99.98% | 99.98% |