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 | 1.90% | 0.51 | 0.52 | 225'000 | 225'000 | 225'000 | 225'000 | 117'169 | 119'419 | 99.99% | 99.99% |
14.12.2017 | 1.89% | 0.54 | 0.55 | 225'000 | 225'000 | 225'000 | 225'000 | 117'917 | 120'167 | 99.87% | 99.87% |
13.12.2017 | 1.98% | 0.52 | 0.53 | 225'000 | 225'000 | 231'196 | 231'266 | 115'863 | 118'210 | 99.99% | 99.99% |
12.12.2017 | 2.06% | 0.49 | 0.50 | 250'000 | 250'000 | 250'000 | 250'000 | 120'055 | 122'555 | 99.89% | 99.89% |
11.12.2017 | 2.08% | 0.47 | 0.48 | 250'000 | 250'000 | 250'000 | 250'000 | 118'765 | 121'265 | 99.97% | 99.97% |
08.12.2017 | 2.20% | 0.48 | 0.49 | 250'000 | 250'000 | 249'943 | 250'000 | 112'468 | 114'993 | 96.34% | 96.34% |
07.12.2017 | 2.37% | 0.42 | 0.43 | 250'000 | 250'000 | 249'989 | 250'000 | 104'379 | 106'884 | 99.94% | 99.94% |
06.12.2017 | 2.36% | 0.44 | 0.45 | 250'000 | 250'000 | 250'000 | 250'000 | 104'830 | 107'330 | 99.98% | 99.98% |
05.12.2017 | 2.12% | 0.47 | 0.48 | 250'000 | 250'000 | 250'000 | 250'000 | 116'941 | 119'441 | 99.85% | 99.85% |