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 | 5.64% | 0.35 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 103'692 | 109'711 | 100.00% | 100.00% |
14.12.2017 | 5.81% | 0.33 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 100'411 | 106'418 | 100.00% | 100.00% |
13.12.2017 | 6.13% | 0.33 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 95'193 | 101'205 | 100.00% | 100.00% |
12.12.2017 | 6.45% | 0.32 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 90'202 | 96'204 | 100.00% | 100.00% |
11.12.2017 | 6.26% | 0.30 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 92'942 | 98'948 | 100.00% | 100.00% |
08.12.2017 | 7.05% | 0.29 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 85'713 | 91'965 | 99.75% | 99.75% |
07.12.2017 | 5.36% | 0.35 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 114'138 | 120'293 | 99.15% | 99.15% |
06.12.2017 | 5.33% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 119'329 | 125'845 | 89.95% | 89.95% |
05.12.2017 | 4.71% | 0.40 | 0.42 | 300'000 | 300'000 | 300'000 | 300'000 | 126'083 | 132'158 | 88.44% | 88.44% |