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 | 4.70% | 0.41 | 0.43 | 200'000 | 200'000 | 199'999 | 200'000 | 83'158 | 87'165 | 96.99% | 96.99% |
15.12.2016 | 4.54% | 0.44 | 0.46 | 200'000 | 200'000 | 200'000 | 200'000 | 86'117 | 90'117 | 98.96% | 98.96% |
14.12.2016 | 4.70% | 0.41 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 83'176 | 87'176 | 99.42% | 99.42% |
13.12.2016 | 4.26% | 0.45 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 92'049 | 96'049 | 100.00% | 100.00% |
12.12.2016 | 3.87% | 0.47 | 0.49 | 200'000 | 200'000 | 200'000 | 200'000 | 101'303 | 105'303 | 86.33% | 86.33% |
09.12.2016 | 3.74% | 0.51 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 105'059 | 109'059 | 99.94% | 99.94% |
08.12.2016 | 3.27% | 0.60 | 0.62 | 200'000 | 200'000 | 200'000 | 200'000 | 120'238 | 124'238 | 89.87% | 89.87% |
07.12.2016 | 3.72% | 0.58 | 0.60 | 200'000 | 200'000 | 200'000 | 200'000 | 105'576 | 109'576 | 68.80% | 98.03% |
06.12.2016 | 4.85% | 0.45 | 0.47 | 200'000 | 200'000 | 199'999 | 200'000 | 80'667 | 84'667 | 92.60% | 94.34% |