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 | 42.99% | 0.02 | 0.03 | 500'000 | 500'000 | 499'992 | 500'000 | 9'509 | 14'509 | 100.00% | 100.00% |
15.12.2016 | 18.58% | 0.06 | 0.07 | 500'000 | 500'000 | 499'952 | 500'000 | 24'673 | 29'676 | 99.98% | 99.98% |
14.12.2016 | 29.55% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 15'496 | 20'496 | 100.00% | 100.00% |
13.12.2016 | 56.19% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 7'162 | 12'162 | 99.98% | 99.98% |
12.12.2016 | 40.54% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 9'906 | 14'906 | 100.00% | 100.00% |
09.12.2016 | 15.41% | 0.05 | 0.06 | 500'000 | 500'000 | 500'000 | 500'000 | 30'052 | 35'052 | 100.00% | 100.00% |
08.12.2016 | 14.17% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 33'461 | 38'461 | 99.85% | 99.85% |
07.12.2016 | 14.06% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 500'000 | 33'496 | 38'496 | 100.00% | 100.00% |
06.12.2016 | 11.50% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 499'955 | 41'902 | 46'899 | 99.99% | 99.99% |