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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.26% |
14.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.24% |
13.12.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
12.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 93.97% | 99.33% |
09.12.2016 | 66.38% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'108 | 20'108 | 99.26% | 99.26% |
08.12.2016 | 55.21% | 0.01 | 0.02 | 775'000 | 775'000 | 775'000 | 775'000 | 11'079 | 18'829 | 97.35% | 98.96% |
07.12.2016 | 43.50% | 0.02 | 0.03 | 275'000 | 275'000 | 275'000 | 275'000 | 5'152 | 7'902 | 99.42% | 99.42% |
06.12.2016 | 23.15% | 0.04 | 0.05 | 275'000 | 275'000 | 275'000 | 275'000 | 10'598 | 13'348 | 92.96% | 92.96% |