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 | - | - |
12.12.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
09.12.2016 | 4.58% | 0.17 | 0.18 | 50'000 | 215'500 | 250'000 | 215'500 | 53'612 | 48'369 | 47.35% | 98.43% |
08.12.2016 | 3.15% | 0.20 | 0.21 | 50'000 | 50'000 | 243'751 | 210'329 | 80'343 | 71'403 | 100.00% | 100.00% |
07.12.2016 | 2.09% | 0.43 | 0.44 | 250'000 | 215'500 | 250'000 | 215'500 | 118'784 | 104'546 | 100.00% | 100.00% |
06.12.2016 | 1.39% | 0.66 | 0.67 | 250'000 | 215'500 | 250'000 | 215'414 | 179'437 | 156'765 | 99.13% | 99.13% |
05.12.2016 | 1.31% | 0.74 | 0.75 | 250'000 | 212'500 | 250'000 | 212'500 | 189'867 | 163'512 | 100.00% | 100.00% |
02.12.2016 | 1.00% | 0.92 | 0.93 | 250'000 | 212'500 | 250'000 | 215'505 | 249'829 | 217'524 | 99.68% | 99.68% |
01.12.2016 | 1.13% | 0.93 | 0.94 | 250'000 | 218'500 | 250'000 | 214'211 | 221'097 | 191'612 | 96.95% | 96.95% |
30.11.2016 | 1.26% | 0.77 | 0.78 | 250'000 | 213'600 | 250'000 | 213'600 | 197'422 | 170'813 | 100.00% | 100.00% |