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 | 0.46% | 2.15 | 2.16 | 300'000 | 300'000 | 300'000 | 300'000 | 649'449 | 652'449 | 99.69% | 99.69% |
15.12.2016 | 0.47% | 2.19 | 2.20 | 325'000 | 325'000 | 325'000 | 325'000 | 684'596 | 687'846 | 97.90% | 97.90% |
14.12.2016 | 0.53% | 1.84 | 1.85 | 300'000 | 300'000 | 300'000 | 300'000 | 564'497 | 567'497 | 99.52% | 99.52% |
13.12.2016 | 0.54% | 1.87 | 1.88 | 300'000 | 300'000 | 300'000 | 300'000 | 556'412 | 559'412 | 100.00% | 100.00% |
12.12.2016 | 0.51% | 1.90 | 1.91 | 300'000 | 300'000 | 300'000 | 300'000 | 581'813 | 584'813 | 99.84% | 99.84% |
09.12.2016 | 0.51% | 2.00 | 2.01 | 300'000 | 300'000 | 300'000 | 300'000 | 592'340 | 595'340 | 99.81% | 99.81% |
08.12.2016 | 0.53% | 2.00 | 2.01 | 300'000 | 300'000 | 300'000 | 300'000 | 569'973 | 572'973 | 99.53% | 99.53% |
07.12.2016 | 0.51% | 1.94 | 1.95 | 300'000 | 300'000 | 300'000 | 300'000 | 582'717 | 585'717 | 99.75% | 99.75% |
06.12.2016 | 0.56% | 1.84 | 1.85 | 300'000 | 300'000 | 300'000 | 300'000 | 538'374 | 541'374 | 99.61% | 99.61% |