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 | 2.34% | 0.85 | 0.87 | 300'000 | 300'000 | 300'000 | 300'000 | 253'692 | 259'701 | 100.00% | 100.00% |
14.12.2017 | 2.37% | 0.83 | 0.85 | 300'000 | 300'000 | 300'000 | 300'000 | 250'411 | 256'414 | 100.00% | 100.00% |
13.12.2017 | 2.42% | 0.83 | 0.85 | 300'000 | 300'000 | 300'000 | 300'000 | 245'193 | 251'205 | 100.00% | 100.00% |
12.12.2017 | 2.47% | 0.82 | 0.84 | 300'000 | 300'000 | 300'000 | 300'000 | 240'202 | 246'204 | 100.00% | 100.00% |
11.12.2017 | 2.44% | 0.80 | 0.82 | 300'000 | 300'000 | 300'000 | 300'000 | 242'942 | 248'948 | 100.00% | 100.00% |
08.12.2017 | 2.52% | 0.79 | 0.81 | 300'000 | 300'000 | 300'000 | 300'000 | 235'620 | 241'623 | 99.75% | 99.75% |
07.12.2017 | 2.26% | 0.85 | 0.87 | 300'000 | 300'000 | 300'000 | 300'000 | 264'101 | 270'107 | 99.19% | 99.19% |
06.12.2017 | 2.21% | 0.93 | 0.95 | 300'000 | 300'000 | 300'000 | 300'000 | 268'639 | 274'649 | 82.61% | 82.61% |
05.12.2017 | 2.15% | 0.90 | 0.92 | 300'000 | 300'000 | 300'000 | 300'000 | 276'013 | 282'016 | 88.64% | 88.64% |