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 | - | 0.01 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
15.12.2016 | 36.90% | 0.02 | 0.05 | 500'000 | 60'000 | 500'000 | 37'097 | 17'850 | 1'896 | 91.19% | 91.19% |
14.12.2016 | 19.59% | 0.04 | 0.05 | 500'000 | 60'000 | 500'000 | 36'485 | 23'328 | 2'085 | 99.89% | 99.89% |
13.12.2016 | 42.43% | 0.06 | 0.07 | 500'000 | 60'000 | 500'000 | 36'454 | 19'033 | 2'168 | 99.83% | 99.83% |
12.12.2016 | 79.12% | 0.03 | 0.05 | 500'000 | 60'000 | 499'505 | 36'492 | 10'914 | 1'825 | 99.99% | 99.99% |
09.12.2016 | 113.03% | 0.02 | 0.05 | 500'000 | 60'000 | 500'000 | 36'460 | 7'283 | 1'823 | 99.80% | 99.80% |
08.12.2016 | 126.07% | 0.02 | 0.05 | 500'000 | 60'000 | 500'000 | 36'490 | 5'763 | 1'825 | 99.97% | 99.97% |
07.12.2016 | 133.33% | 0.01 | 0.05 | 500'000 | 60'000 | 484'333 | 36'712 | 4'843 | 1'836 | 93.97% | 93.97% |
06.12.2016 | 133.33% | 0.01 | 0.05 | 500'000 | 60'000 | 499'980 | 36'500 | 5'000 | 1'825 | 99.83% | 99.83% |