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 | 3.94% | 0.26 | 0.27 | 400'000 | 400'000 | 400'000 | 400'000 | 99'493 | 103'493 | 94.38% | 94.38% |
14.12.2017 | 3.72% | 0.26 | 0.27 | 410'000 | 410'000 | 410'000 | 410'000 | 108'166 | 112'266 | 96.81% | 96.81% |
13.12.2017 | 3.82% | 0.28 | 0.29 | 410'000 | 410'000 | 410'000 | 410'000 | 105'662 | 109'762 | 95.08% | 95.08% |
12.12.2017 | 3.81% | 0.27 | 0.28 | 410'000 | 410'000 | 410'000 | 410'000 | 105'758 | 109'858 | 96.98% | 96.98% |
11.12.2017 | 3.76% | 0.25 | 0.26 | 410'000 | 410'000 | 410'000 | 410'000 | 107'024 | 111'124 | 96.03% | 96.03% |
08.12.2017 | 3.60% | 0.27 | 0.28 | 410'000 | 410'000 | 410'000 | 410'000 | 111'830 | 115'930 | 94.27% | 94.27% |
07.12.2017 | 3.30% | 0.28 | 0.29 | 410'000 | 410'000 | 410'000 | 410'000 | 122'230 | 126'330 | 96.68% | 96.68% |
06.12.2017 | 3.64% | 0.29 | 0.30 | 410'000 | 410'000 | 409'998 | 410'000 | 111'342 | 115'443 | 95.86% | 95.86% |
05.12.2017 | 3.91% | 0.25 | 0.26 | 420'000 | 420'000 | 420'000 | 420'000 | 105'389 | 109'589 | 95.67% | 95.67% |