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 | 1.26% | 0.81 | 0.82 | 500'000 | 500'000 | 500'000 | 500'000 | 395'528 | 400'528 | 99.97% | 99.97% |
15.12.2016 | 1.31% | 0.75 | 0.76 | 500'000 | 500'000 | 500'000 | 500'000 | 378'848 | 383'848 | 99.88% | 99.88% |
14.12.2016 | 1.31% | 0.75 | 0.76 | 500'000 | 500'000 | 500'000 | 500'000 | 378'820 | 383'820 | 99.94% | 99.94% |
13.12.2016 | 1.29% | 0.75 | 0.76 | 500'000 | 500'000 | 500'000 | 500'000 | 384'437 | 389'437 | 100.00% | 100.00% |
12.12.2016 | 1.33% | 0.72 | 0.73 | 500'000 | 500'000 | 500'000 | 500'000 | 372'077 | 377'077 | 100.00% | 100.00% |
09.12.2016 | 1.36% | 0.75 | 0.76 | 500'000 | 500'000 | 500'000 | 500'000 | 365'630 | 370'630 | 99.99% | 99.99% |
08.12.2016 | 1.40% | 0.74 | 0.75 | 500'000 | 500'000 | 500'000 | 500'000 | 354'505 | 359'505 | 99.70% | 99.70% |
07.12.2016 | 1.42% | 0.71 | 0.72 | 500'000 | 500'000 | 499'940 | 500'000 | 349'132 | 354'174 | 99.99% | 99.99% |
06.12.2016 | 1.76% | 0.58 | 0.59 | 500'000 | 500'000 | 500'000 | 500'000 | 281'237 | 286'237 | 99.99% | 99.99% |