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 | 1.86% | 0.53 | 0.54 | 325'000 | 325'000 | 325'000 | 325'000 | 173'470 | 176'720 | 99.69% | 99.69% |
15.12.2016 | 1.83% | 0.50 | 0.51 | 325'000 | 325'000 | 325'000 | 325'000 | 176'017 | 179'267 | 97.88% | 97.88% |
14.12.2016 | 1.38% | 0.73 | 0.74 | 325'000 | 325'000 | 325'000 | 325'000 | 233'119 | 236'369 | 99.51% | 99.51% |
13.12.2016 | 1.40% | 0.71 | 0.72 | 325'000 | 325'000 | 325'000 | 325'000 | 230'181 | 233'431 | 100.00% | 100.00% |
12.12.2016 | 1.41% | 0.70 | 0.71 | 325'000 | 325'000 | 325'000 | 325'000 | 229'342 | 232'592 | 99.84% | 99.84% |
09.12.2016 | 1.49% | 0.68 | 0.69 | 325'000 | 325'000 | 325'000 | 325'000 | 215'949 | 219'199 | 99.80% | 99.80% |
08.12.2016 | 1.58% | 0.62 | 0.63 | 325'000 | 325'000 | 325'000 | 325'000 | 204'042 | 207'292 | 99.52% | 99.52% |
07.12.2016 | 1.71% | 0.61 | 0.62 | 325'000 | 325'000 | 325'000 | 325'000 | 188'879 | 192'129 | 99.75% | 99.75% |
06.12.2016 | 1.70% | 0.57 | 0.58 | 325'000 | 325'000 | 325'000 | 325'000 | 189'179 | 192'429 | 99.60% | 99.60% |