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 | - | 6.98 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.55% |
20.12.2016 | - | 6.98 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.43% |
19.12.2016 | - | 6.88 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2016 | - | 6.90 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2016 | - | 6.82 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.25% |
14.12.2016 | 0.15% | 6.58 | 6.63 | 100'000 | 500'000 | 500'000 | 500'000 | 3'299'670 | 3'304'670 | 93.80% | 98.89% |
13.12.2016 | 0.15% | 6.64 | 6.65 | 500'000 | 500'000 | 500'000 | 500'000 | 3'306'880 | 3'311'880 | 99.67% | 99.67% |
12.12.2016 | 0.16% | 6.46 | 6.47 | 500'000 | 500'000 | 500'000 | 500'000 | 3'220'100 | 3'225'100 | 99.68% | 99.68% |
09.12.2016 | 0.15% | 6.54 | 6.55 | 500'000 | 500'000 | 500'000 | 500'000 | 3'232'090 | 3'237'090 | 99.36% | 99.36% |