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 | 0.37% | 2.72 | 2.73 | 50'000 | 50'000 | 74'446 | 74'446 | 199'044 | 199'789 | 92.75% | 92.75% |
15.12.2016 | 0.39% | 2.66 | 2.67 | 100'000 | 100'000 | 163'517 | 163'517 | 415'952 | 417'587 | 98.00% | 98.00% |
14.12.2016 | 0.41% | 2.43 | 2.44 | 500'000 | 500'000 | 500'000 | 500'000 | 1'228'280 | 1'233'280 | 98.76% | 98.76% |
13.12.2016 | 0.40% | 2.49 | 2.50 | 500'000 | 500'000 | 500'000 | 500'000 | 1'233'840 | 1'238'840 | 99.63% | 99.63% |
12.12.2016 | 0.44% | 2.30 | 2.31 | 500'000 | 500'000 | 500'000 | 500'000 | 1'142'790 | 1'147'790 | 99.62% | 99.62% |
09.12.2016 | 0.43% | 2.38 | 2.39 | 500'000 | 500'000 | 500'000 | 500'000 | 1'151'570 | 1'156'570 | 99.47% | 99.47% |
08.12.2016 | 0.49% | 2.31 | 2.32 | 500'000 | 500'000 | 500'000 | 500'000 | 1'029'930 | 1'034'930 | 93.19% | 93.19% |
07.12.2016 | 0.56% | 1.87 | 1.88 | 500'000 | 500'000 | 500'000 | 500'000 | 891'239 | 896'239 | 99.15% | 99.15% |
06.12.2016 | 0.77% | 1.41 | 1.42 | 500'000 | 500'000 | 500'000 | 500'000 | 646'618 | 651'618 | 98.69% | 98.69% |