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 | - | 10'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.14% |
15.12.2016 | 133.33% | 0.01 | 0.05 | 20'000 | 20'000 | 12'563 | 12'563 | 126 | 628 | 81.64% | 81.64% |
14.12.2016 | 4.00% | 0.22 | 0.23 | 230'000 | 20'000 | 206'534 | 12'100 | 50'632 | 3'167 | 99.13% | 99.13% |
13.12.2016 | 8.24% | 0.21 | 0.22 | 240'000 | 20'000 | 433'760 | 12'166 | 50'427 | 1'660 | 99.99% | 99.99% |
12.12.2016 | 5.53% | 0.12 | 0.13 | 420'000 | 20'000 | 288'856 | 12'165 | 50'725 | 2'232 | 99.98% | 99.98% |
09.12.2016 | 2.74% | 0.29 | 0.30 | 180'000 | 20'000 | 144'614 | 12'165 | 51'992 | 4'461 | 99.99% | 99.99% |
08.12.2016 | 2.30% | 0.37 | 0.38 | 140'000 | 20'000 | 122'092 | 12'410 | 52'468 | 5'403 | 87.45% | 87.45% |
07.12.2016 | 2.65% | 0.50 | 0.51 | 100'000 | 20'000 | 140'090 | 12'290 | 52'152 | 4'964 | 94.62% | 94.62% |
06.12.2016 | 2.16% | 0.42 | 0.43 | 120'000 | 20'000 | 114'361 | 12'167 | 52'429 | 5'733 | 99.99% | 99.99% |