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 | 15.58% | 0.12 | 0.14 | 75'000 | 75'000 | 75'000 | 75'000 | 8'887 | 10'387 | 100.00% | 100.00% |
15.12.2016 | 10.53% | 0.15 | 0.16 | 125'000 | 125'000 | 85'844 | 85'844 | 8'124 | 8'982 | 98.71% | 98.71% |
14.12.2016 | 9.50% | 0.08 | 0.09 | 125'000 | 125'000 | 85'931 | 85'931 | 8'610 | 9'469 | 98.05% | 98.05% |
13.12.2016 | 21.61% | 0.06 | 0.07 | 200'000 | 200'000 | 120'991 | 120'991 | 5'502 | 6'712 | 97.81% | 97.81% |
12.12.2016 | 36.23% | 0.04 | 0.05 | 250'000 | 250'000 | 151'312 | 151'312 | 4'046 | 5'559 | 98.40% | 98.40% |
09.12.2016 | 27.60% | 0.04 | 0.05 | 250'000 | 250'000 | 151'901 | 151'901 | 4'820 | 6'339 | 98.48% | 98.48% |
08.12.2016 | 39.02% | 0.03 | 0.04 | 300'000 | 300'000 | 182'590 | 182'590 | 3'910 | 5'736 | 98.19% | 98.19% |
07.12.2016 | 66.67% | 0.01 | 0.02 | 775'000 | 775'000 | 460'209 | 460'209 | 4'602 | 9'204 | 79.05% | 98.97% |
06.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 653'517 | 653'517 | 6'535 | 13'070 | 20.78% | 98.86% |