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 | 66.67% | 0.01 | 0.02 | 112'500 | 112'500 | 112'500 | 112'500 | 1'125 | 2'250 | 100.00% | 100.00% |
15.12.2016 | 38.33% | 0.02 | 0.03 | 137'500 | 137'500 | 176'337 | 176'337 | 3'909 | 5'672 | 98.15% | 98.15% |
14.12.2016 | 31.58% | 0.02 | 0.03 | 250'000 | 250'000 | 182'601 | 182'601 | 4'908 | 6'734 | 98.51% | 98.51% |
13.12.2016 | 17.70% | 0.04 | 0.05 | 175'000 | 175'000 | 135'357 | 135'357 | 7'003 | 8'356 | 98.07% | 98.07% |
12.12.2016 | 22.16% | 0.05 | 0.06 | 200'000 | 200'000 | 145'988 | 145'988 | 6'064 | 7'524 | 98.30% | 98.30% |
09.12.2016 | 27.07% | 0.05 | 0.06 | 350'000 | 350'000 | 256'191 | 256'191 | 8'706 | 11'268 | 98.75% | 98.75% |
08.12.2016 | 56.78% | 0.04 | 0.05 | 725'000 | 725'000 | 535'826 | 535'826 | 9'765 | 15'123 | 97.82% | 97.82% |
07.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 959'978 | 959'978 | 9'600 | 19'200 | 98.32% | 98.32% |
06.12.2016 | 66.62% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 770'240 | 770'240 | 7'713 | 15'415 | 93.32% | 93.32% |