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 | 8.77% | 0.11 | 0.12 | 500'000 | 500'000 | 500'000 | 500'000 | 54'747 | 59'747 | 80.56% | 80.56% |
15.12.2016 | 9.43% | 0.12 | 0.13 | 500'000 | 500'000 | 499'997 | 500'000 | 51'165 | 56'165 | 99.10% | 99.10% |
14.12.2016 | 13.51% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 34'772 | 39'772 | 100.00% | 100.00% |
13.12.2016 | 11.27% | 0.07 | 0.08 | 500'000 | 500'000 | 499'996 | 500'000 | 42'673 | 47'673 | 99.98% | 99.98% |
12.12.2016 | 20.93% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 21'837 | 26'837 | 100.00% | 100.00% |
09.12.2016 | 20.63% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 22'030 | 27'030 | 100.00% | 100.00% |
08.12.2016 | 16.32% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 28'335 | 33'335 | 99.63% | 99.63% |
07.12.2016 | 22.19% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 499'997 | 20'073 | 25'073 | 99.99% | 99.99% |
06.12.2016 | 47.87% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 8'564 | 13'564 | 100.00% | 100.00% |