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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.84% |
14.12.2016 | - | - | 0.02 | 0 | 450'000 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
13.12.2016 | - | - | 0.02 | 0 | 225'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.12.2016 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 83.40% | 97.24% |
09.12.2016 | 58.24% | 0.02 | 0.03 | 275'000 | 275'000 | 275'000 | 275'000 | 3'619 | 6'369 | 91.87% | 91.87% |
08.12.2016 | 66.67% | 0.01 | 0.02 | 125'000 | 125'000 | 125'000 | 125'000 | 1'250 | 2'500 | 65.22% | 95.64% |
07.12.2016 | 40.00% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 | 3'000 | 98.80% | 98.80% |
06.12.2016 | 28.65% | 0.02 | 0.03 | 50'000 | 50'000 | 50'000 | 50'000 | 1'563 | 2'063 | 86.16% | 86.16% |