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 | 0.45% | 111.00 | 111.50 | 120'000 | 120'000 | 120'000 | 120'000 | 133'200 | 133'800 | 17.30% | 17.30% |
14.12.2017 | 0.45% | 111.00 | 111.50 | 54'000 | 120'000 | 110'391 | 120'000 | 122'534 | 133'800 | 96.27% | 96.27% |
13.12.2017 | 0.45% | 111.00 | 111.50 | 120'000 | 120'000 | 120'000 | 120'000 | 133'200 | 133'800 | 99.98% | 99.98% |
12.12.2017 | 0.45% | 111.00 | 111.50 | 120'000 | 120'000 | 120'000 | 120'000 | 133'200 | 133'800 | 97.41% | 97.41% |
11.12.2017 | 0.45% | 111.00 | 111.50 | 110'000 | 120'000 | 117'189 | 120'000 | 130'080 | 133'800 | 99.95% | 99.95% |
08.12.2017 | 0.45% | 111.00 | 111.50 | 120'000 | 120'000 | 120'000 | 120'000 | 133'200 | 133'800 | 99.71% | 99.71% |
07.12.2017 | 0.45% | 111.00 | 111.50 | 115'000 | 120'000 | 116'896 | 120'000 | 129'755 | 133'800 | 97.61% | 97.61% |
06.12.2017 | 0.45% | 111.00 | 111.50 | 120'000 | 120'000 | 120'000 | 120'000 | 133'200 | 133'800 | 95.12% | 95.12% |
05.12.2017 | 0.45% | 111.00 | 111.50 | 120'000 | 120'000 | 120'000 | 120'000 | 133'200 | 133'800 | 98.42% | 98.42% |