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 | 2.23% | 0.76 | 0.77 | 500'000 | 500'000 | 500'000 | 500'000 | 370'878 | 379'238 | 98.64% | 98.64% |
14.12.2017 | 1.91% | 0.76 | 0.77 | 500'000 | 500'000 | 500'000 | 500'000 | 379'539 | 386'850 | 99.97% | 99.97% |
13.12.2017 | 1.91% | 0.78 | 0.79 | 500'000 | 500'000 | 500'000 | 500'000 | 376'567 | 383'843 | 100.00% | 100.00% |
12.12.2017 | 2.04% | 0.76 | 0.78 | 500'000 | 500'000 | 500'000 | 500'000 | 376'109 | 383'849 | 100.00% | 100.00% |
11.12.2017 | 1.97% | 0.75 | 0.76 | 500'000 | 500'000 | 500'000 | 500'000 | 377'750 | 385'262 | 98.60% | 98.60% |
08.12.2017 | 1.72% | 0.77 | 0.78 | 500'000 | 500'000 | 500'000 | 500'000 | 384'621 | 391'304 | 99.04% | 99.04% |
07.12.2017 | 1.95% | 0.78 | 0.79 | 500'000 | 500'000 | 500'000 | 500'000 | 396'178 | 403'985 | 100.00% | 100.00% |
06.12.2017 | 1.99% | 0.79 | 0.80 | 500'000 | 500'000 | 500'000 | 500'000 | 383'130 | 390'835 | 100.00% | 100.00% |
05.12.2017 | 2.10% | 0.74 | 0.76 | 500'000 | 500'000 | 500'000 | 500'000 | 372'086 | 379'978 | 82.77% | 82.77% |