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 | - | - | 0.04 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2016 | - | - | 0.04 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 99.76% |
14.12.2016 | 55.65% | 0.03 | 0.05 | 240'000 | 240'000 | 240'000 | 240'000 | 6'393 | 11'193 | 98.26% | 98.26% |
13.12.2016 | 61.39% | 0.03 | 0.05 | 260'000 | 260'000 | 260'000 | 260'000 | 6'055 | 11'255 | 98.75% | 98.75% |
12.12.2016 | 60.23% | 0.03 | 0.05 | 360'000 | 360'000 | 614'226 | 614'226 | 13'709 | 25'993 | 99.61% | 99.61% |
09.12.2016 | 35.91% | 0.02 | 0.04 | 800'000 | 800'000 | 800'000 | 800'000 | 28'933 | 40'951 | 96.80% | 96.80% |
08.12.2016 | 21.11% | 0.03 | 0.04 | 700'000 | 700'000 | 700'000 | 700'000 | 30'926 | 37'926 | 99.23% | 99.23% |
07.12.2016 | 28.20% | 0.04 | 0.05 | 800'000 | 800'000 | 800'000 | 800'000 | 24'743 | 32'743 | 99.67% | 99.67% |
06.12.2016 | 27.41% | 0.03 | 0.04 | 725'000 | 725'000 | 725'000 | 725'000 | 23'078 | 30'328 | 99.55% | 99.55% |