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 | 12.42% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 15'216 | 17'216 | 89.19% | 89.19% |
15.12.2016 | 19.10% | 0.05 | 0.06 | 250'000 | 250'000 | 250'000 | 250'000 | 11'986 | 14'486 | 94.17% | 94.17% |
14.12.2016 | 19.75% | 0.06 | 0.07 | 300'000 | 300'000 | 300'000 | 300'000 | 14'101 | 17'101 | 96.31% | 96.31% |
13.12.2016 | 23.90% | 0.05 | 0.06 | 775'000 | 775'000 | 775'000 | 775'000 | 30'243 | 37'993 | 99.27% | 99.27% |
12.12.2016 | 24.82% | 0.02 | 0.03 | 450'000 | 450'000 | 450'000 | 450'000 | 16'252 | 20'752 | 98.80% | 98.80% |
09.12.2016 | 37.43% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'916 | 33'916 | 87.20% | 87.20% |
08.12.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 90.19% | 99.23% |
07.12.2016 | 52.69% | 0.01 | 0.02 | 825'000 | 825'000 | 825'000 | 825'000 | 12'573 | 20'823 | 97.82% | 97.82% |
06.12.2016 | 40.22% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'917 | 29'917 | 96.09% | 96.09% |