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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15.12.2016 | 1.32% | 1.08 | 1.10 | 100'000 | 100'000 | 99'491 | 99'626 | 114'527 | 116'197 | 41.77% | 42.36% |
14.12.2016 | 0.81% | 1.24 | 1.24 | 100'000 | 100'000 | 99'686 | 99'717 | 123'034 | 124'068 | 70.23% | 70.23% |
13.12.2016 | 0.79% | 1.19 | 1.20 | 100'000 | 100'000 | 100'005 | 100'039 | 126'795 | 127'843 | 98.55% | 99.05% |
12.12.2016 | 0.74% | 1.41 | 1.42 | 100'000 | 100'000 | 99'377 | 99'520 | 134'463 | 135'654 | 98.32% | 98.78% |
09.12.2016 | 0.68% | 1.40 | 1.41 | 5'000 | 100'000 | 100'054 | 100'048 | 147'270 | 148'261 | 67.75% | 68.90% |
08.12.2016 | 0.64% | 1.61 | 1.62 | 100'000 | 100'000 | 99'932 | 99'948 | 164'736 | 165'820 | 98.38% | 98.67% |
07.12.2016 | 0.61% | 1.67 | 1.68 | 100'000 | 100'000 | 100'042 | 100'033 | 162'884 | 163'870 | 97.74% | 99.07% |
06.12.2016 | 0.58% | 1.69 | 1.70 | 100'000 | 100'000 | 100'037 | 100'016 | 172'653 | 173'615 | 98.68% | 99.24% |