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 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11.12.2017 | - | - | 0.02 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.12.2017 | 40.00% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 | 7'500 | 19.63% | 100.00% |
07.12.2017 | 39.66% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'301 | 7'575 | 99.96% | 99.96% |
06.12.2017 | 35.09% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'296 | 8'574 | 100.00% | 100.00% |
05.12.2017 | 39.94% | 0.02 | 0.03 | 1'000'000 | 250'000 | 997'187 | 250'000 | 19'998 | 7'514 | 99.99% | 99.99% |