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 | 0.67% | 1.90 | 1.92 | 100'000 | 100'000 | 99'804 | 99'759 | 182'989 | 184'131 | 99.24% | 99.26% |
14.12.2016 | 0.57% | 1.76 | 1.76 | 100'000 | 100'000 | 100'000 | 100'010 | 175'618 | 176'636 | 70.23% | 70.23% |
13.12.2016 | 0.58% | 1.80 | 1.81 | 100'000 | 100'000 | 100'004 | 100'000 | 172'211 | 173'204 | 99.17% | 99.39% |
12.12.2016 | 0.61% | 1.58 | 1.59 | 100'000 | 100'000 | 100'027 | 100'003 | 163'769 | 164'731 | 98.55% | 98.78% |
09.12.2016 | 0.64% | 1.69 | 1.70 | 100'000 | 100'000 | 99'975 | 100'011 | 156'128 | 157'185 | 99.23% | 99.90% |
08.12.2016 | 0.79% | 1.38 | 1.39 | 100'000 | 100'000 | 99'781 | 99'922 | 133'880 | 135'138 | 98.05% | 98.45% |
07.12.2016 | 0.73% | 1.32 | 1.33 | 100'000 | 100'000 | 100'004 | 100'002 | 136'242 | 137'239 | 99.04% | 99.35% |
06.12.2016 | 0.79% | 1.30 | 1.31 | 100'000 | 100'000 | 100'004 | 100'007 | 126'428 | 127'431 | 98.66% | 99.71% |