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 | - | - |
15.12.2017 | 0.89% | 2.24 | 2.26 | 300'000 | 300'000 | 300'000 | 300'000 | 674'452 | 680'452 | 100.00% | 100.00% |
14.12.2017 | 0.89% | 2.26 | 2.28 | 300'000 | 300'000 | 300'000 | 300'000 | 674'789 | 680'789 | 72.31% | 72.31% |
13.12.2017 | 0.89% | 2.25 | 2.27 | 300'000 | 300'000 | 300'000 | 300'000 | 668'423 | 674'423 | 82.34% | 82.34% |
12.12.2017 | 0.90% | 2.22 | 2.24 | 300'000 | 300'000 | 300'000 | 300'000 | 661'711 | 667'711 | 52.22% | 52.22% |
11.12.2017 | 0.90% | 2.20 | 2.22 | 300'000 | 300'000 | 300'000 | 300'000 | 661'349 | 667'349 | 52.94% | 52.94% |
08.12.2017 | 0.92% | 2.21 | 2.23 | 300'000 | 300'000 | 300'000 | 300'000 | 652'367 | 658'367 | 65.71% | 65.71% |
07.12.2017 | 0.93% | 2.15 | 2.17 | 300'000 | 300'000 | 300'000 | 300'000 | 643'083 | 649'083 | 98.95% | 98.95% |
06.12.2017 | 0.93% | 2.16 | 2.18 | 300'000 | 300'000 | 300'000 | 300'000 | 643'598 | 649'598 | 74.97% | 74.97% |
05.12.2017 | 0.91% | 2.19 | 2.21 | 300'000 | 300'000 | 300'000 | 300'000 | 656'836 | 662'836 | 85.23% | 85.23% |