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 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
15.12.2016 | 57.73% | 0.01 | 0.02 | 500'000 | 500'000 | 499'988 | 500'000 | 6'740 | 11'740 | 99.89% | 99.96% |
14.12.2016 | 19.52% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 23'584 | 28'584 | 100.00% | 100.00% |
13.12.2016 | 17.83% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 25'738 | 30'738 | 100.00% | 100.00% |
12.12.2016 | 15.19% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 30'592 | 35'592 | 100.00% | 100.00% |
09.12.2016 | 12.11% | 0.09 | 0.10 | 500'000 | 500'000 | 500'000 | 500'000 | 38'973 | 43'973 | 99.95% | 99.95% |
08.12.2016 | 9.65% | 0.10 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 49'649 | 54'649 | 100.00% | 100.00% |
07.12.2016 | 9.02% | 0.10 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 53'501 | 58'512 | 99.91% | 99.91% |
06.12.2016 | 15.45% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 29'885 | 34'885 | 100.00% | 100.00% |