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 | 75'411 | 81'505 | 100.00% | 100.00% |
14.12.2017 | 7.83% | 0.25 | 0.27 | 300'000 | 300'000 | 300'000 | 300'000 | 75'139 | 81'263 | 100.00% | 100.00% |
13.12.2017 | 7.87% | 0.26 | 0.28 | 300'000 | 300'000 | 299'999 | 300'000 | 76'653 | 82'927 | 98.96% | 99.03% |
12.12.2017 | 8.69% | 0.24 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 69'615 | 75'940 | 100.00% | 100.00% |
11.12.2017 | 8.68% | 0.23 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 70'339 | 76'716 | 98.65% | 98.65% |
08.12.2017 | 8.29% | 0.23 | 0.25 | 300'000 | 300'000 | 299'999 | 300'000 | 71'980 | 78'190 | 98.67% | 99.71% |
07.12.2017 | 11.31% | 0.18 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 54'185 | 60'665 | 100.00% | 100.00% |
06.12.2017 | 11.85% | 0.18 | 0.20 | 300'000 | 300'000 | 305'966 | 300'000 | 51'109 | 56'464 | 100.00% | 100.00% |
05.12.2017 | 10.00% | 0.19 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 60'034 | 66'348 | 100.00% | 100.00% |