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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.12.2017 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.97% |
13.12.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 26.36% | 99.48% |
12.12.2017 | 55.99% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'467 | 24'467 | 99.46% | 99.46% |
11.12.2017 | 34.82% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'529 | 34'529 | 97.09% | 97.09% |
08.12.2017 | 17.60% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'407 | 62'407 | 48.35% | 48.35% |
07.12.2017 | 13.82% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'560 | 80'560 | 68.72% | 68.72% |
06.12.2017 | 10.97% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'999 | 999'979 | 88'312 | 98'311 | 92.49% | 92.49% |
05.12.2017 | 15.22% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 62'976 | 72'976 | 98.77% | 98.77% |