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 | 3.24% | 0.41 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 126'029 | 130'174 | 100.00% | 100.00% |
14.12.2017 | 3.44% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 126'082 | 130'497 | 100.00% | 100.00% |
13.12.2017 | 3.84% | 0.39 | 0.41 | 300'000 | 300'000 | 299'996 | 300'000 | 116'282 | 120'834 | 100.00% | 100.00% |
12.12.2017 | 4.40% | 0.33 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 95'808 | 100'105 | 100.00% | 100.00% |
11.12.2017 | 4.24% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 96'054 | 100'224 | 100.00% | 100.00% |
08.12.2017 | 4.16% | 0.35 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 106'156 | 110'655 | 100.00% | 100.00% |
07.12.2017 | 4.01% | 0.34 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 102'318 | 106'498 | 100.00% | 100.00% |
06.12.2017 | 4.81% | 0.34 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 95'904 | 100'630 | 100.00% | 100.00% |
05.12.2017 | 4.52% | 0.33 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 103'447 | 108'222 | 100.00% | 100.00% |