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 | 7.77% | 0.24 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 74'452 | 80'462 | 100.00% | 100.00% |
14.12.2017 | 7.69% | 0.26 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 75'117 | 81'117 | 99.91% | 99.91% |
13.12.2017 | 8.35% | 0.25 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 69'311 | 75'311 | 96.97% | 96.97% |
12.12.2017 | 9.23% | 0.22 | 0.24 | 300'000 | 300'000 | 300'000 | 300'000 | 62'339 | 68'339 | 85.77% | 85.77% |
11.12.2017 | 9.35% | 0.20 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 61'286 | 67'286 | 93.16% | 93.16% |
08.12.2017 | 10.53% | 0.21 | 0.23 | 300'000 | 300'000 | 302'739 | 300'000 | 54'706 | 60'268 | 100.00% | 100.00% |
07.12.2017 | 12.27% | 0.16 | 0.18 | 320'000 | 300'000 | 332'187 | 300'000 | 50'814 | 52'232 | 100.00% | 100.00% |
06.12.2017 | 11.91% | 0.18 | 0.20 | 300'000 | 300'000 | 327'392 | 300'000 | 51'149 | 52'969 | 99.69% | 99.69% |
05.12.2017 | 9.54% | 0.20 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 60'228 | 66'228 | 99.17% | 99.17% |