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 | 1.36% | 0.75 | 0.76 | 80'000 | 80'000 | 79'999 | 80'000 | 58'473 | 59'273 | 99.41% | 99.41% |
14.12.2017 | 1.38% | 0.72 | 0.73 | 80'000 | 80'000 | 80'000 | 80'000 | 57'767 | 58'567 | 97.63% | 97.63% |
13.12.2017 | 1.60% | 0.62 | 0.63 | 90'000 | 90'000 | 90'000 | 90'000 | 55'943 | 56'843 | 98.11% | 98.11% |
12.12.2017 | 1.55% | 0.64 | 0.65 | 90'000 | 90'000 | 90'000 | 90'000 | 57'504 | 58'404 | 97.99% | 97.99% |
11.12.2017 | 1.62% | 0.66 | 0.67 | 90'000 | 90'000 | 90'000 | 90'000 | 55'057 | 55'957 | 97.72% | 97.72% |
08.12.2017 | 1.89% | 0.54 | 0.55 | 90'000 | 90'000 | 90'000 | 90'000 | 47'187 | 48'087 | 98.35% | 98.35% |
07.12.2017 | 2.05% | 0.50 | 0.51 | 90'000 | 90'000 | 90'000 | 90'000 | 43'390 | 44'290 | 99.09% | 99.09% |
06.12.2017 | 2.22% | 0.47 | 0.48 | 90'000 | 90'000 | 90'000 | 90'000 | 40'283 | 41'183 | 98.67% | 98.67% |
05.12.2017 | 2.30% | 0.44 | 0.45 | 90'000 | 90'000 | 90'000 | 90'000 | 38'773 | 39'673 | 98.55% | 98.55% |