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 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2016 | 66.48% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'035 | 10'035 | 81.24% | 100.00% |
14.12.2016 | 66.67% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'000 | 10'000 | 100.00% | 100.00% |
13.12.2016 | 45.60% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 8'950 | 13'950 | 100.00% | 100.00% |
12.12.2016 | 31.46% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 13'736 | 18'736 | 100.00% | 100.00% |
09.12.2016 | 17.62% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 26'190 | 31'190 | 100.00% | 100.00% |
08.12.2016 | 13.32% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 35'250 | 40'250 | 100.00% | 100.00% |
07.12.2016 | 6.39% | 0.14 | 0.15 | 500'000 | 500'000 | 500'000 | 500'000 | 75'828 | 80'828 | 100.00% | 100.00% |
06.12.2016 | 4.79% | 0.21 | 0.22 | 500'000 | 500'000 | 500'000 | 500'000 | 102'070 | 107'070 | 99.99% | 99.99% |