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 | - | - |
15.12.2016 | 1.48% | 1.41 | 1.43 | 300'000 | 300'000 | 300'000 | 300'000 | 403'134 | 409'146 | 51.05% | 51.05% |
14.12.2016 | 1.55% | 1.28 | 1.30 | 300'000 | 300'000 | 300'000 | 300'000 | 382'896 | 388'896 | 9.16% | 9.16% |
13.12.2016 | 1.62% | 1.31 | 1.33 | 300'000 | 300'000 | 300'000 | 300'000 | 367'908 | 373'908 | 92.27% | 92.27% |
12.12.2016 | 1.74% | 1.08 | 1.10 | 300'000 | 300'000 | 300'000 | 300'000 | 342'655 | 348'655 | 35.27% | 35.27% |
09.12.2016 | 1.88% | 1.20 | 1.22 | 300'000 | 300'000 | 300'000 | 300'000 | 318'386 | 324'393 | 58.56% | 58.71% |
08.12.2016 | 2.30% | 0.90 | 0.92 | 300'000 | 300'000 | 300'000 | 300'000 | 258'171 | 264'171 | 91.75% | 91.75% |
07.12.2016 | 2.25% | 0.84 | 0.86 | 300'000 | 300'000 | 300'000 | 300'000 | 264'422 | 270'422 | 98.79% | 98.79% |
06.12.2016 | 2.51% | 0.82 | 0.84 | 300'000 | 300'000 | 300'000 | 300'000 | 236'590 | 242'590 | 99.95% | 99.95% |
05.12.2016 | 2.68% | 0.72 | 0.74 | 300'000 | 300'000 | 300'000 | 300'000 | 221'475 | 227'475 | 85.35% | 85.35% |