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 | - | - |
21.12.2016 | - | 15.65 | - | 80'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.56% |
20.12.2016 | - | 15.65 | - | 80'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.43% |
19.12.2016 | - | 15.50 | - | 80'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2016 | - | 15.55 | - | 80'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2016 | - | 15.45 | - | 80'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.47% |
14.12.2016 | 0.33% | 15.20 | 15.30 | 80'000 | 200'000 | 200'000 | 200'000 | 3'040'980 | 3'050'980 | 93.15% | 97.72% |
13.12.2016 | 0.33% | 15.25 | 15.30 | 200'000 | 200'000 | 200'000 | 200'000 | 3'045'020 | 3'055'020 | 99.62% | 99.62% |
12.12.2016 | 0.33% | 15.05 | 15.10 | 200'000 | 200'000 | 200'000 | 200'000 | 3'003'700 | 3'013'700 | 99.60% | 99.60% |
09.12.2016 | 0.33% | 15.15 | 15.20 | 200'000 | 200'000 | 200'000 | 200'000 | 3'009'900 | 3'019'900 | 99.24% | 99.24% |