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 | 7.55% | 0.25 | 0.27 | 200'000 | 200'000 | 200'000 | 200'000 | 51'022 | 55'022 | 100.00% | 100.00% |
15.12.2016 | 7.41% | 0.27 | 0.29 | 200'000 | 200'000 | 200'000 | 200'000 | 52'012 | 56'012 | 100.00% | 100.00% |
14.12.2016 | 8.17% | 0.23 | 0.25 | 220'000 | 200'000 | 214'933 | 200'000 | 50'478 | 51'013 | 100.00% | 100.00% |
13.12.2016 | 9.56% | 0.23 | 0.25 | 220'000 | 200'000 | 253'935 | 200'000 | 50'552 | 43'917 | 100.00% | 100.00% |
12.12.2016 | 9.56% | 0.20 | 0.22 | 250'000 | 200'000 | 251'692 | 200'000 | 50'120 | 43'840 | 84.83% | 84.83% |
09.12.2016 | 8.64% | 0.22 | 0.24 | 230'000 | 200'000 | 228'417 | 200'000 | 50'600 | 48'317 | 100.00% | 100.00% |
08.12.2016 | 8.75% | 0.23 | 0.25 | 220'000 | 200'000 | 225'449 | 197'371 | 50'560 | 48'333 | 99.41% | 99.41% |
07.12.2016 | 8.76% | 0.22 | 0.24 | 230'000 | 200'000 | 231'615 | 200'000 | 50'547 | 47'677 | 100.00% | 100.00% |
06.12.2016 | 8.52% | 0.23 | 0.25 | 220'000 | 200'000 | 224'991 | 200'000 | 50'544 | 49'002 | 100.00% | 100.00% |