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 | 8.90% | 0.20 | 0.22 | 250'000 | 100'000 | 234'529 | 100'000 | 50'385 | 23'547 | 100.00% | 100.00% |
14.12.2017 | 8.55% | 0.23 | 0.25 | 220'000 | 100'000 | 226'062 | 100'000 | 50'593 | 24'394 | 100.00% | 100.00% |
13.12.2017 | 9.48% | 0.20 | 0.22 | 250'000 | 100'000 | 248'929 | 100'000 | 50'043 | 22'107 | 100.00% | 100.00% |
12.12.2017 | 9.44% | 0.20 | 0.22 | 250'000 | 100'000 | 247'952 | 100'000 | 50'082 | 22'205 | 100.00% | 100.00% |
11.12.2017 | 9.37% | 0.20 | 0.22 | 250'000 | 100'000 | 246'371 | 100'000 | 50'143 | 22'363 | 100.00% | 100.00% |
08.12.2017 | 8.62% | 0.22 | 0.24 | 230'000 | 100'000 | 227'944 | 100'000 | 50'600 | 24'206 | 100.00% | 100.00% |
07.12.2017 | 8.63% | 0.22 | 0.24 | 230'000 | 100'000 | 228'291 | 100'000 | 50'595 | 24'171 | 100.00% | 100.00% |
06.12.2017 | 8.01% | 0.23 | 0.25 | 220'000 | 100'000 | 210'156 | 100'000 | 50'368 | 25'985 | 100.00% | 100.00% |
05.12.2017 | 8.13% | 0.23 | 0.25 | 220'000 | 100'000 | 213'862 | 100'000 | 50'470 | 25'615 | 100.00% | 100.00% |