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 | 3.12% | 0.62 | 0.64 | 200'000 | 200'000 | 200'000 | 200'000 | 126'119 | 130'119 | 87.09% | 87.09% |
14.12.2017 | 3.11% | 0.64 | 0.66 | 200'000 | 200'000 | 200'000 | 200'000 | 126'604 | 130'604 | 80.15% | 80.15% |
13.12.2017 | 3.20% | 0.62 | 0.64 | 200'000 | 200'000 | 200'000 | 200'000 | 122'931 | 126'931 | 98.14% | 98.14% |
12.12.2017 | 3.41% | 0.58 | 0.60 | 200'000 | 200'000 | 200'000 | 200'000 | 115'379 | 119'379 | 99.15% | 99.15% |
11.12.2017 | 3.49% | 0.57 | 0.59 | 200'000 | 200'000 | 200'000 | 200'000 | 112'717 | 116'717 | 99.42% | 99.42% |
08.12.2017 | 3.76% | 0.53 | 0.55 | 200'000 | 200'000 | 200'000 | 200'000 | 104'394 | 108'394 | 71.82% | 71.82% |
07.12.2017 | 4.44% | 0.45 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 88'143 | 92'143 | 100.00% | 100.00% |
06.12.2017 | 4.61% | 0.44 | 0.46 | 200'000 | 200'000 | 200'000 | 200'000 | 84'801 | 88'801 | 100.00% | 100.00% |
05.12.2017 | 4.13% | 0.45 | 0.47 | 200'000 | 200'000 | 200'000 | 200'000 | 95'044 | 99'044 | 100.00% | 100.00% |