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 | 6.50% | 0.16 | 0.17 | 275'000 | 275'000 | 275'000 | 275'000 | 41'145 | 43'895 | 94.77% | 94.77% |
15.12.2016 | 5.87% | 0.15 | 0.16 | 275'000 | 275'000 | 275'000 | 275'000 | 45'993 | 48'743 | 95.27% | 95.27% |
14.12.2016 | 5.57% | 0.15 | 0.16 | 275'000 | 275'000 | 275'000 | 275'000 | 48'271 | 51'021 | 97.47% | 97.47% |
13.12.2016 | 7.28% | 0.13 | 0.14 | 300'000 | 300'000 | 300'000 | 300'000 | 39'850 | 42'850 | 97.16% | 97.16% |
12.12.2016 | 9.09% | 0.11 | 0.12 | 275'000 | 275'000 | 275'000 | 275'000 | 29'078 | 31'828 | 96.32% | 96.32% |
09.12.2016 | 5.27% | 0.17 | 0.18 | 275'000 | 275'000 | 275'000 | 275'000 | 51'023 | 53'773 | 97.17% | 97.17% |
08.12.2016 | 6.58% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 45'682 | 48'682 | 94.18% | 94.18% |
07.12.2016 | 7.22% | 0.13 | 0.14 | 350'000 | 350'000 | 350'000 | 350'000 | 46'864 | 50'364 | 96.79% | 96.79% |
06.12.2016 | 11.34% | 0.10 | 0.11 | 400'000 | 400'000 | 400'000 | 400'000 | 33'489 | 37'489 | 97.69% | 97.69% |