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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15.12.2016 | 110.49% | 0.03 | 0.06 | 925'000 | 925'000 | 924'814 | 925'000 | 11'255 | 37'748 | 50.51% | 93.42% |
14.12.2016 | 29.18% | 0.03 | 0.04 | 550'000 | 550'000 | 549'998 | 549'993 | 16'766 | 22'266 | 85.00% | 85.00% |
13.12.2016 | 30.89% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 31'660 | 41'660 | 98.36% | 98.36% |
12.12.2016 | 44.86% | 0.01 | 0.02 | 775'000 | 775'000 | 775'000 | 775'000 | 14'465 | 22'215 | 99.57% | 99.57% |
09.12.2016 | 54.26% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'995 | 1'000'000 | 17'441 | 27'441 | 85.82% | 85.92% |
08.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 74.63% | 97.80% |
07.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 70.44% | 75.28% |
06.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 33.20% | 99.73% |