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 | 2.41% | 0.39 | 0.40 | 150'000 | 150'000 | 150'000 | 150'000 | 61'590 | 63'090 | 100.00% | 100.00% |
14.12.2017 | 2.42% | 0.42 | 0.43 | 150'000 | 150'000 | 150'000 | 150'000 | 61'203 | 62'703 | 99.22% | 99.22% |
13.12.2017 | 2.36% | 0.42 | 0.43 | 150'000 | 150'000 | 150'000 | 150'000 | 62'730 | 64'230 | 99.75% | 99.75% |
12.12.2017 | 2.65% | 0.38 | 0.39 | 150'000 | 150'000 | 150'000 | 150'000 | 55'932 | 57'432 | 99.96% | 99.96% |
11.12.2017 | 2.64% | 0.37 | 0.38 | 150'000 | 150'000 | 150'000 | 150'000 | 56'176 | 57'676 | 96.97% | 96.97% |
08.12.2017 | 2.57% | 0.37 | 0.38 | 150'000 | 150'000 | 150'000 | 150'000 | 57'848 | 59'348 | 99.80% | 99.80% |
07.12.2017 | 3.62% | 0.26 | 0.27 | 150'000 | 150'000 | 150'000 | 150'000 | 40'699 | 42'199 | 99.64% | 99.64% |
06.12.2017 | 4.06% | 0.27 | 0.28 | 150'000 | 150'000 | 150'000 | 150'000 | 36'236 | 37'736 | 99.46% | 99.46% |
05.12.2017 | 3.21% | 0.29 | 0.30 | 150'000 | 150'000 | 150'000 | 150'000 | 46'037 | 47'537 | 94.40% | 94.40% |