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 | 14.28% | 0.14 | 0.16 | 360'000 | 200'000 | 389'155 | 200'000 | 50'587 | 30'056 | 100.00% | 100.00% |
15.12.2016 | 16.63% | 0.13 | 0.15 | 390'000 | 200'000 | 456'632 | 200'000 | 50'357 | 26'206 | 100.00% | 100.00% |
14.12.2016 | 14.61% | 0.13 | 0.15 | 390'000 | 200'000 | 398'589 | 200'000 | 50'557 | 29'512 | 100.00% | 100.00% |
13.12.2016 | 10.72% | 0.09 | 0.10 | 500'000 | 200'000 | 494'231 | 200'000 | 45'698 | 20'593 | 100.00% | 100.00% |
12.12.2016 | 11.36% | 0.15 | 0.17 | 340'000 | 200'000 | 380'588 | 200'000 | 50'590 | 30'022 | 86.03% | 86.03% |
09.12.2016 | 11.86% | 0.10 | 0.11 | 500'000 | 200'000 | 500'000 | 200'000 | 40'071 | 18'028 | 100.00% | 100.00% |
08.12.2016 | 12.85% | 0.08 | 0.09 | 500'000 | 200'000 | 500'000 | 200'000 | 36'673 | 16'671 | 99.49% | 99.49% |
07.12.2016 | 12.61% | 0.06 | 0.07 | 500'000 | 200'000 | 498'398 | 200'000 | 38'232 | 17'363 | 100.00% | 100.00% |
06.12.2016 | 12.91% | 0.08 | 0.09 | 500'000 | 200'000 | 500'000 | 200'000 | 36'407 | 16'565 | 100.00% | 100.00% |