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 | 0.46% | 2.18 | 2.19 | 60'000 | 60'000 | 60'000 | 60'000 | 130'456 | 131'056 | 100.00% | 100.00% |
14.12.2017 | 0.47% | 2.12 | 2.13 | 60'000 | 60'000 | 60'000 | 60'000 | 126'704 | 127'304 | 98.83% | 98.83% |
13.12.2017 | 0.49% | 2.07 | 2.08 | 60'000 | 60'000 | 60'000 | 60'000 | 121'044 | 121'644 | 98.90% | 98.90% |
12.12.2017 | 0.50% | 1.97 | 1.98 | 60'000 | 60'000 | 60'000 | 60'000 | 119'396 | 119'996 | 98.91% | 98.91% |
11.12.2017 | 0.49% | 2.03 | 2.04 | 60'000 | 60'000 | 60'000 | 60'000 | 121'088 | 121'688 | 98.56% | 98.56% |
08.12.2017 | 0.52% | 1.96 | 1.97 | 60'000 | 60'000 | 60'000 | 60'000 | 115'657 | 116'257 | 98.89% | 98.89% |
07.12.2017 | 0.54% | 1.85 | 1.86 | 60'000 | 60'000 | 60'000 | 60'000 | 110'100 | 110'700 | 98.95% | 98.95% |
06.12.2017 | 0.56% | 1.84 | 1.85 | 60'000 | 60'000 | 60'000 | 60'000 | 107'574 | 108'174 | 99.15% | 99.15% |
05.12.2017 | 0.55% | 1.80 | 1.81 | 60'000 | 60'000 | 60'000 | 60'000 | 108'954 | 109'554 | 98.46% | 98.46% |