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 | 43.11% | 0.05 | 0.07 | 500'000 | 300'000 | 500'000 | 300'000 | 22'820 | 21'126 | 100.00% | 100.00% |
14.12.2017 | 27.17% | 0.03 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 19'740 | 15'598 | 100.00% | 100.00% |
13.12.2017 | 36.45% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 16'219 | 13'822 | 100.00% | 100.00% |
12.12.2017 | 45.53% | 0.03 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 13'317 | 12'566 | 99.97% | 99.97% |
11.12.2017 | 34.88% | 0.03 | 0.04 | 500'000 | 300'000 | 500'000 | 300'000 | 18'215 | 15'410 | 100.00% | 100.00% |
08.12.2017 | 42.57% | 0.03 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 15'241 | 14'122 | 99.60% | 99.60% |
07.12.2017 | 16.61% | 0.07 | 0.09 | 500'000 | 300'000 | 442'907 | 300'000 | 40'645 | 34'341 | 92.55% | 92.55% |
06.12.2017 | 9.95% | 0.16 | 0.17 | 320'000 | 300'000 | 373'818 | 300'000 | 50'697 | 45'143 | 94.38% | 94.38% |
05.12.2017 | 8.48% | 0.14 | 0.15 | 360'000 | 300'000 | 341'155 | 300'000 | 50'892 | 48'833 | 94.25% | 94.25% |