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 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 73.44% |
07.12.2017 | 39.14% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 244'655 | 21'102 | 7'641 | 8.24% | 100.00% |
06.12.2017 | 38.86% | 0.03 | 0.04 | 1'000'000 | 250'000 | 998'652 | 250'000 | 20'966 | 7'749 | 99.92% | 99.92% |
05.12.2017 | 36.10% | 0.02 | 0.03 | 1'000'000 | 250'000 | 998'038 | 250'000 | 23'358 | 8'353 | 98.89% | 98.89% |