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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.71% |
14.12.2016 | 60.11% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 500'000 | 6'277 | 11'277 | 48.22% | 94.34% |
13.12.2016 | 65.92% | 0.02 | 0.03 | 500'000 | 500'000 | 498'026 | 498'026 | 5'121 | 10'101 | 65.91% | 93.22% |
12.12.2016 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 498'725 | 498'725 | 4'987 | 9'974 | 59.61% | 99.73% |
09.12.2016 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 494'443 | 494'443 | 4'944 | 9'889 | 30.35% | 100.00% |
08.12.2016 | 66.63% | 0.01 | 0.02 | 500'000 | 500'000 | 499'920 | 499'928 | 5'006 | 10'005 | 38.21% | 95.75% |
07.12.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.19% |
06.12.2016 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.31% |