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 | - | 0.01 | 0.03 | 20'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2016 | 48.22% | 0.03 | 0.04 | 200'000 | 200'000 | 554'675 | 554'675 | 9'267 | 14'814 | 97.86% | 97.86% |
14.12.2016 | 65.74% | 0.01 | 0.02 | 650'000 | 650'000 | 650'000 | 650'000 | 6'725 | 13'225 | 94.34% | 99.57% |
13.12.2016 | 40.22% | 0.01 | 0.02 | 600'000 | 600'000 | 600'000 | 600'000 | 12'964 | 18'964 | 99.40% | 99.40% |
12.12.2016 | 23.18% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 299'998 | 11'759 | 14'759 | 98.30% | 98.30% |
09.12.2016 | 16.81% | 0.06 | 0.07 | 225'000 | 225'000 | 224'999 | 225'000 | 12'522 | 14'772 | 99.59% | 99.59% |
08.12.2016 | 12.96% | 0.07 | 0.08 | 400'000 | 400'000 | 399'996 | 400'000 | 29'233 | 33'234 | 97.27% | 97.27% |
07.12.2016 | 27.95% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'214 | 42'214 | 99.03% | 99.03% |
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 | 10.00% | 99.47% |