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 | - | - |
20.01.2017 | 4.17% | 0.28 | 0.29 | 575'000 | 575'000 | 575'000 | 575'000 | 139'592 | 145'342 | 98.29% | 98.29% |
19.01.2017 | 4.06% | 0.22 | 0.23 | 650'000 | 650'000 | 650'000 | 650'000 | 158'783 | 165'283 | 72.93% | 72.93% |
18.01.2017 | 4.99% | 0.21 | 0.22 | 800'000 | 800'000 | 800'000 | 800'000 | 156'988 | 164'988 | 97.47% | 97.47% |
17.01.2017 | 6.83% | 0.21 | 0.22 | 775'000 | 775'000 | 775'000 | 775'000 | 121'518 | 129'268 | 93.75% | 93.75% |
16.01.2017 | 4.29% | 0.23 | 0.24 | 675'000 | 675'000 | 675'000 | 675'000 | 154'091 | 160'841 | 94.61% | 94.61% |
13.01.2017 | 3.47% | 0.31 | 0.32 | 925'000 | 925'000 | 925'000 | 925'000 | 263'584 | 272'834 | 92.58% | 92.58% |
12.01.2017 | 3.45% | 0.22 | 0.23 | 700'000 | 700'000 | 700'000 | 700'000 | 201'463 | 208'463 | 93.42% | 93.42% |
11.01.2017 | 2.96% | 0.46 | 0.47 | 775'000 | 775'000 | 775'000 | 775'000 | 265'535 | 273'285 | 91.55% | 91.55% |
10.01.2017 | 3.45% | 0.31 | 0.32 | 825'000 | 825'000 | 825'000 | 825'000 | 235'692 | 243'942 | 94.71% | 94.71% |