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 | 7.48% | 0.40 | 0.43 | 130'000 | 130'000 | 130'000 | 130'000 | 50'178 | 54'078 | 100.00% | 100.00% |
15.12.2016 | 4.92% | 0.40 | 0.43 | 130'000 | 130'000 | 130'000 | 130'000 | 55'082 | 57'846 | 99.75% | 99.75% |
14.12.2016 | 3.61% | 0.55 | 0.57 | 130'000 | 130'000 | 130'000 | 130'000 | 70'647 | 73'247 | 99.52% | 99.52% |
13.12.2016 | 3.71% | 0.54 | 0.56 | 130'000 | 130'000 | 130'000 | 130'000 | 68'740 | 71'340 | 100.00% | 100.00% |
12.12.2016 | 3.81% | 0.53 | 0.55 | 130'000 | 130'000 | 221'596 | 221'596 | 112'990 | 117'421 | 99.99% | 99.99% |
09.12.2016 | 3.84% | 0.49 | 0.51 | 325'000 | 325'000 | 325'000 | 325'000 | 166'247 | 172'747 | 99.88% | 99.88% |
08.12.2016 | 3.85% | 0.47 | 0.49 | 325'000 | 325'000 | 325'000 | 325'000 | 165'799 | 172'299 | 99.30% | 99.30% |
07.12.2016 | 4.04% | 0.51 | 0.53 | 325'000 | 325'000 | 325'000 | 325'000 | 157'598 | 164'098 | 99.94% | 99.94% |
06.12.2016 | 4.08% | 0.49 | 0.51 | 325'000 | 325'000 | 325'000 | 325'000 | 156'234 | 162'734 | 99.61% | 99.61% |