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 | 45.36% | 0.01 | 0.02 | 525'000 | 525'000 | 525'000 | 525'000 | 11'949 | 17'199 | 43.67% | 87.64% |
15.12.2016 | 39.19% | 0.02 | 0.03 | 900'000 | 900'000 | 899'851 | 899'851 | 18'960 | 27'958 | 61.03% | 61.03% |
14.12.2016 | 34.93% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 12'300 | 17'300 | 78.08% | 78.08% |
13.12.2016 | 28.36% | 0.03 | 0.04 | 475'000 | 475'000 | 475'000 | 475'000 | 14'450 | 19'200 | 92.00% | 92.00% |
12.12.2016 | 22.09% | 0.04 | 0.05 | 475'000 | 475'000 | 475'000 | 475'000 | 19'214 | 23'964 | 95.20% | 95.20% |
09.12.2016 | 20.39% | 0.05 | 0.06 | 375'000 | 375'000 | 375'000 | 375'000 | 16'798 | 20'548 | 94.15% | 94.15% |
08.12.2016 | 13.98% | 0.08 | 0.09 | 375'000 | 375'000 | 375'000 | 375'000 | 25'635 | 29'385 | 92.96% | 92.96% |
07.12.2016 | 17.79% | 0.07 | 0.08 | 700'000 | 700'000 | 700'000 | 700'000 | 36'841 | 43'841 | 98.10% | 98.10% |
06.12.2016 | 55.08% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'913 | 24'913 | 98.91% | 98.91% |