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 | - | - |
15.12.2016 | 1.34% | 0.81 | 0.82 | 500'000 | 500'000 | 499'906 | 499'999 | 369'907 | 374'979 | 99.69% | 99.69% |
14.12.2016 | 1.48% | 0.68 | 0.69 | 500'000 | 500'000 | 499'999 | 499'998 | 334'661 | 339'660 | 99.32% | 99.32% |
13.12.2016 | 1.59% | 0.71 | 0.72 | 500'000 | 500'000 | 500'000 | 500'000 | 314'695 | 319'695 | 99.95% | 99.95% |
12.12.2016 | 1.82% | 0.49 | 0.50 | 500'000 | 500'000 | 499'982 | 500'000 | 272'960 | 277'970 | 86.35% | 86.35% |
09.12.2016 | 2.14% | 0.60 | 0.61 | 500'000 | 500'000 | 499'958 | 500'000 | 236'940 | 241'956 | 94.29% | 94.29% |
08.12.2016 | 3.37% | 0.31 | 0.32 | 500'000 | 500'000 | 499'920 | 499'992 | 145'945 | 150'968 | 92.64% | 92.64% |
07.12.2016 | 3.15% | 0.28 | 0.29 | 500'000 | 500'000 | 750'039 | 750'157 | 240'226 | 247'764 | 82.95% | 82.95% |
06.12.2016 | 3.99% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 999'949 | 999'909 | 246'630 | 256'621 | 93.26% | 93.26% |
05.12.2016 | 4.24% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'955 | 999'986 | 232'511 | 242'520 | 99.47% | 99.47% |