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 | 2.25% | 0.87 | 0.89 | 200'000 | 200'000 | 200'000 | 200'000 | 175'668 | 179'668 | 87.09% | 87.09% |
14.12.2017 | 2.24% | 0.89 | 0.91 | 200'000 | 200'000 | 200'000 | 200'000 | 176'834 | 180'834 | 71.81% | 71.81% |
13.12.2017 | 2.30% | 0.87 | 0.89 | 200'000 | 200'000 | 200'000 | 200'000 | 172'185 | 176'185 | 88.99% | 88.99% |
12.12.2017 | 2.40% | 0.83 | 0.85 | 200'000 | 200'000 | 200'000 | 200'000 | 164'685 | 168'685 | 99.18% | 99.18% |
11.12.2017 | 2.44% | 0.81 | 0.83 | 200'000 | 200'000 | 200'000 | 200'000 | 161'730 | 165'730 | 99.42% | 99.42% |
08.12.2017 | 2.57% | 0.78 | 0.80 | 200'000 | 200'000 | 200'000 | 200'000 | 153'554 | 157'554 | 77.38% | 77.38% |
07.12.2017 | 2.87% | 0.69 | 0.71 | 200'000 | 200'000 | 200'000 | 200'000 | 137'256 | 141'256 | 100.00% | 100.00% |
06.12.2017 | 2.95% | 0.68 | 0.70 | 200'000 | 200'000 | 200'000 | 200'000 | 133'724 | 137'724 | 100.00% | 100.00% |
05.12.2017 | 2.74% | 0.70 | 0.72 | 200'000 | 200'000 | 200'000 | 200'000 | 143'969 | 147'969 | 100.00% | 100.00% |