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 | 1.68% | 0.60 | 0.61 | 50'000 | 50'000 | 50'000 | 50'000 | 29'551 | 30'051 | 100.00% | 100.00% |
15.12.2016 | 1.76% | 0.63 | 0.64 | 225'000 | 225'000 | 94'198 | 94'198 | 55'047 | 55'989 | 98.75% | 98.75% |
14.12.2016 | 1.88% | 0.53 | 0.54 | 225'000 | 225'000 | 94'120 | 94'120 | 49'833 | 50'774 | 98.52% | 98.52% |
13.12.2016 | 1.88% | 0.51 | 0.52 | 225'000 | 225'000 | 94'245 | 94'245 | 49'207 | 50'149 | 98.61% | 98.61% |
12.12.2016 | 1.74% | 0.53 | 0.54 | 225'000 | 225'000 | 94'304 | 94'304 | 52'753 | 53'696 | 98.33% | 98.33% |
09.12.2016 | 1.71% | 0.56 | 0.57 | 225'000 | 225'000 | 93'960 | 93'960 | 54'150 | 55'090 | 99.20% | 99.20% |
08.12.2016 | 1.78% | 0.56 | 0.57 | 225'000 | 225'000 | 94'156 | 94'156 | 52'624 | 53'566 | 98.44% | 98.44% |
07.12.2016 | 2.22% | 0.49 | 0.50 | 225'000 | 225'000 | 94'018 | 94'018 | 42'913 | 43'854 | 99.07% | 99.07% |
06.12.2016 | 2.25% | 0.46 | 0.47 | 225'000 | 225'000 | 94'152 | 94'152 | 42'011 | 42'952 | 97.31% | 97.31% |