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 | 4.14% | 0.47 | 0.49 | 500'000 | 500'000 | 500'000 | 500'000 | 236'499 | 246'499 | 100.00% | 100.00% |
15.12.2016 | 4.06% | 0.49 | 0.51 | 500'000 | 500'000 | 500'000 | 500'000 | 241'206 | 251'206 | 99.99% | 99.99% |
14.12.2016 | 4.16% | 0.47 | 0.49 | 500'000 | 500'000 | 500'000 | 500'000 | 235'333 | 245'333 | 99.99% | 99.99% |
13.12.2016 | 3.88% | 0.50 | 0.52 | 500'000 | 500'000 | 500'000 | 500'000 | 252'540 | 262'540 | 100.00% | 100.00% |
12.12.2016 | 3.60% | 0.52 | 0.54 | 500'000 | 500'000 | 500'000 | 500'000 | 272'494 | 282'494 | 100.00% | 100.00% |
09.12.2016 | 4.89% | 0.55 | 0.57 | 500'000 | 500'000 | 500'000 | 500'000 | 276'708 | 290'577 | 99.99% | 99.99% |
08.12.2016 | 4.80% | 0.61 | 0.64 | 500'000 | 500'000 | 500'000 | 500'000 | 305'148 | 320'148 | 95.40% | 95.40% |
07.12.2016 | 5.33% | 0.59 | 0.62 | 500'000 | 500'000 | 499'998 | 500'000 | 273'993 | 288'981 | 99.75% | 99.82% |
06.12.2016 | 4.31% | 0.49 | 0.51 | 500'000 | 500'000 | 500'000 | 500'000 | 227'315 | 237'315 | 88.14% | 88.14% |