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 | 0.41% | 3.69 | 3.71 | 100'000 | 100'000 | 100'000 | 100'000 | 361'309 | 362'801 | 95.42% | 95.42% |
15.12.2016 | 0.44% | 3.57 | 3.58 | 100'000 | 100'000 | 100'000 | 100'000 | 344'544 | 346'056 | 99.93% | 99.93% |
14.12.2016 | 0.44% | 3.31 | 3.33 | 100'000 | 100'000 | 100'000 | 100'000 | 333'875 | 335'341 | 99.98% | 99.98% |
13.12.2016 | 0.45% | 3.37 | 3.38 | 100'000 | 100'000 | 100'000 | 100'000 | 335'012 | 336'509 | 99.98% | 99.98% |
12.12.2016 | 1.57% | 3.17 | 3.22 | 100'000 | 100'000 | 100'000 | 100'000 | 315'265 | 320'265 | 99.14% | 99.14% |
09.12.2016 | 1.57% | 3.25 | 3.30 | 100'000 | 100'000 | 100'000 | 100'000 | 317'009 | 322'009 | 100.00% | 100.00% |
08.12.2016 | 1.49% | 3.19 | 3.23 | 100'000 | 100'000 | 100'000 | 100'000 | 294'050 | 298'438 | 97.83% | 97.83% |
07.12.2016 | 1.88% | 2.73 | 2.78 | 100'000 | 100'000 | 100'000 | 100'000 | 264'110 | 269'110 | 100.00% | 100.00% |
06.12.2016 | 0.68% | 2.30 | 2.31 | 100'000 | 100'000 | 99'994 | 100'000 | 217'578 | 219'074 | 99.99% | 99.99% |