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 | 66.68% | 0.02 | 0.04 | 25'000 | 25'000 | 25'000 | 25'000 | 500 | 1'000 | 99.58% | 99.58% |
15.12.2016 | 20.03% | 0.02 | 0.04 | 75'000 | 75'000 | 60'363 | 60'363 | 3'371 | 4'055 | 90.64% | 90.64% |
14.12.2016 | 14.06% | 0.06 | 0.07 | 150'000 | 150'000 | 77'590 | 77'590 | 5'080 | 5'855 | 98.03% | 98.03% |
13.12.2016 | 12.99% | 0.06 | 0.07 | 150'000 | 150'000 | 78'209 | 78'209 | 5'435 | 6'217 | 95.46% | 95.46% |
12.12.2016 | 14.56% | 0.07 | 0.08 | 175'000 | 175'000 | 89'015 | 89'015 | 5'811 | 6'701 | 96.78% | 96.78% |
09.12.2016 | 11.96% | 0.08 | 0.09 | 175'000 | 175'000 | 88'993 | 88'993 | 7'001 | 7'891 | 96.53% | 96.53% |
08.12.2016 | 11.50% | 0.07 | 0.08 | 175'000 | 175'000 | 89'123 | 89'123 | 7'053 | 7'944 | 98.13% | 98.13% |
07.12.2016 | 7.91% | 0.12 | 0.13 | 150'000 | 150'000 | 78'232 | 78'232 | 9'478 | 10'260 | 97.57% | 97.57% |
06.12.2016 | 8.08% | 0.14 | 0.15 | 150'000 | 150'000 | 77'711 | 77'711 | 9'636 | 10'413 | 98.38% | 98.38% |