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 | 9.16% | 0.11 | 0.12 | 62'500 | 62'500 | 62'500 | 62'500 | 6'527 | 7'152 | 97.51% | 97.51% |
15.12.2016 | 11.88% | 0.14 | 0.15 | 287'500 | 287'500 | 158'719 | 158'719 | 13'080 | 14'667 | 73.22% | 73.22% |
14.12.2016 | 11.79% | 0.09 | 0.10 | 600'000 | 600'000 | 221'347 | 221'347 | 18'409 | 20'623 | 90.06% | 90.06% |
13.12.2016 | 12.23% | 0.11 | 0.12 | 675'000 | 675'000 | 255'002 | 255'002 | 21'967 | 24'517 | 92.82% | 92.82% |
12.12.2016 | 13.09% | 0.08 | 0.09 | 700'000 | 700'000 | 214'271 | 214'271 | 15'831 | 17'974 | 85.14% | 85.14% |
09.12.2016 | 10.82% | 0.08 | 0.09 | 700'000 | 700'000 | 266'856 | 266'856 | 22'621 | 25'290 | 98.29% | 98.29% |
08.12.2016 | 7.32% | 0.13 | 0.14 | 625'000 | 625'000 | 232'854 | 232'854 | 30'771 | 33'100 | 98.58% | 98.58% |
07.12.2016 | 8.29% | 0.12 | 0.13 | 650'000 | 650'000 | 257'325 | 257'325 | 29'336 | 31'909 | 99.22% | 99.22% |
06.12.2016 | 17.42% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 387'063 | 387'063 | 23'772 | 27'643 | 95.66% | 95.66% |