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 | 120.00% | 0.01 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 16'000 | 100.00% | 100.00% |
15.12.2016 | 102.53% | 0.01 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 12'505 | 99.75% | 99.75% |
14.12.2016 | 100.00% | 0.01 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 12'000 | 99.53% | 99.53% |
13.12.2016 | 100.00% | 0.01 | 0.03 | 400'000 | 400'000 | 400'000 | 400'000 | 4'000 | 12'000 | 100.00% | 100.00% |
12.12.2016 | 100.00% | 0.01 | 0.03 | 400'000 | 400'000 | 681'775 | 681'775 | 6'818 | 20'453 | 99.97% | 99.97% |
09.12.2016 | 83.79% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 25'138 | 99.81% | 99.81% |
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 | 99.31% | 99.31% |
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 | 99.95% | 99.95% |
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 | 99.62% | 99.62% |