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 | - | - |
15.12.2016 | 5.80% | 0.40 | 0.42 | 500'000 | 50'000 | 500'000 | 50'000 | 167'951 | 17'795 | 99.68% | 99.68% |
14.12.2016 | 6.67% | 0.28 | 0.30 | 500'000 | 50'000 | 500'000 | 50'000 | 145'079 | 15'508 | 100.00% | 100.00% |
13.12.2016 | 6.52% | 0.30 | 0.32 | 500'000 | 50'000 | 500'000 | 50'000 | 148'907 | 15'891 | 100.00% | 100.00% |
12.12.2016 | 5.99% | 0.23 | 0.25 | 500'000 | 50'000 | 500'000 | 50'000 | 111'285 | 11'824 | 99.92% | 99.92% |
09.12.2016 | 4.93% | 0.28 | 0.30 | 500'000 | 50'000 | 500'000 | 50'000 | 118'255 | 12'431 | 99.32% | 99.32% |
08.12.2016 | 6.50% | 0.25 | 0.26 | 500'000 | 50'000 | 490'460 | 48'775 | 82'453 | 8'719 | 99.86% | 99.86% |
07.12.2016 | 10.38% | 0.11 | 0.12 | 500'000 | 50'000 | 499'999 | 50'000 | 45'994 | 5'099 | 92.74% | 92.84% |
06.12.2016 | 33.05% | 0.04 | 0.05 | 500'000 | 50'000 | 499'999 | 50'000 | 13'180 | 1'818 | 98.11% | 98.21% |
05.12.2016 | 26.83% | 0.03 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 16'414 | 2'141 | 99.36% | 99.36% |