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 | 0.55% | 1.82 | 1.83 | 500'000 | 500'000 | 500'000 | 500'000 | 901'680 | 906'680 | 99.92% | 99.92% |
15.12.2016 | 0.56% | 1.76 | 1.77 | 500'000 | 500'000 | 500'000 | 500'000 | 884'012 | 889'012 | 99.77% | 99.77% |
14.12.2016 | 0.56% | 1.76 | 1.77 | 500'000 | 500'000 | 500'000 | 500'000 | 883'946 | 888'946 | 99.98% | 99.98% |
13.12.2016 | 0.56% | 1.76 | 1.77 | 500'000 | 500'000 | 500'000 | 500'000 | 889'502 | 894'502 | 99.99% | 99.99% |
12.12.2016 | 0.57% | 1.73 | 1.74 | 500'000 | 500'000 | 500'000 | 500'000 | 877'177 | 882'177 | 99.99% | 99.99% |
09.12.2016 | 0.57% | 1.76 | 1.77 | 500'000 | 500'000 | 500'000 | 500'000 | 870'725 | 875'725 | 99.99% | 99.99% |
08.12.2016 | 0.58% | 1.75 | 1.76 | 500'000 | 500'000 | 500'000 | 500'000 | 859'165 | 864'165 | 99.46% | 99.46% |
07.12.2016 | 0.58% | 1.71 | 1.72 | 500'000 | 500'000 | 500'000 | 500'000 | 853'842 | 858'842 | 99.98% | 99.98% |
06.12.2016 | 0.63% | 1.59 | 1.60 | 500'000 | 500'000 | 500'000 | 500'000 | 785'183 | 790'183 | 99.95% | 99.95% |