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 | 6.06% | 0.32 | 0.34 | 68'750 | 68'750 | 68'750 | 68'750 | 22'004 | 23'379 | 96.53% | 96.53% |
15.12.2016 | 3.49% | 0.34 | 0.36 | 250'000 | 250'000 | 279'575 | 279'575 | 87'234 | 90'323 | 91.78% | 91.78% |
14.12.2016 | 3.18% | 0.31 | 0.32 | 500'000 | 500'000 | 334'485 | 334'485 | 104'060 | 107'405 | 97.51% | 97.51% |
13.12.2016 | 3.52% | 0.31 | 0.32 | 500'000 | 500'000 | 334'206 | 334'206 | 94'745 | 98'087 | 98.39% | 98.39% |
12.12.2016 | 3.66% | 0.26 | 0.27 | 500'000 | 500'000 | 333'314 | 333'314 | 89'289 | 92'622 | 96.81% | 96.81% |
09.12.2016 | 3.90% | 0.30 | 0.31 | 500'000 | 500'000 | 335'008 | 335'008 | 86'122 | 89'472 | 98.81% | 98.81% |
08.12.2016 | 4.36% | 0.25 | 0.26 | 525'000 | 525'000 | 359'484 | 359'484 | 81'481 | 85'075 | 98.40% | 98.40% |
07.12.2016 | 4.91% | 0.20 | 0.21 | 525'000 | 525'000 | 359'446 | 359'446 | 71'183 | 74'778 | 97.69% | 97.69% |
06.12.2016 | 5.05% | 0.19 | 0.20 | 525'000 | 525'000 | 359'152 | 359'152 | 70'253 | 73'845 | 97.58% | 97.58% |