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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.47% |
14.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 93.88% |
13.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
08.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.75% |
07.12.2017 | 54.70% | 0.01 | 0.02 | 500'000 | 300'000 | 499'538 | 299'653 | 9'837 | 9'826 | 45.09% | 98.35% |
06.12.2017 | 32.42% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 18'420 | 15'267 | 94.38% | 94.38% |
05.12.2017 | 29.47% | 0.04 | 0.05 | 500'000 | 300'000 | 499'695 | 300'000 | 20'450 | 16'545 | 93.89% | 94.25% |