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 | 6.39% | 0.15 | 0.16 | 325'000 | 325'000 | 325'000 | 325'000 | 49'302 | 52'552 | 99.69% | 99.69% |
15.12.2016 | 6.35% | 0.11 | 0.12 | 325'000 | 325'000 | 325'000 | 325'000 | 51'071 | 54'321 | 97.88% | 97.88% |
14.12.2016 | 2.94% | 0.35 | 0.36 | 325'000 | 325'000 | 325'000 | 325'000 | 108'832 | 112'082 | 99.51% | 99.51% |
13.12.2016 | 3.04% | 0.33 | 0.34 | 325'000 | 325'000 | 325'000 | 325'000 | 105'239 | 108'489 | 100.00% | 100.00% |
12.12.2016 | 3.06% | 0.32 | 0.33 | 325'000 | 325'000 | 325'000 | 325'000 | 104'492 | 107'742 | 99.84% | 99.84% |
09.12.2016 | 3.50% | 0.30 | 0.31 | 325'000 | 325'000 | 325'000 | 325'000 | 91'404 | 94'654 | 99.80% | 99.80% |
08.12.2016 | 3.93% | 0.24 | 0.25 | 325'000 | 325'000 | 325'000 | 325'000 | 81'189 | 84'439 | 99.52% | 99.52% |
07.12.2016 | 4.79% | 0.23 | 0.24 | 350'000 | 350'000 | 350'000 | 350'000 | 71'446 | 74'946 | 99.75% | 99.75% |
06.12.2016 | 4.73% | 0.20 | 0.21 | 350'000 | 350'000 | 350'000 | 350'000 | 72'455 | 75'955 | 99.60% | 99.60% |