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 | 3.89% | 0.25 | 0.26 | 225'000 | 225'000 | 215'186 | 215'185 | 54'284 | 56'436 | 99.60% | 99.60% |
14.12.2017 | 4.10% | 0.24 | 0.25 | 225'000 | 225'000 | 225'000 | 225'000 | 53'701 | 55'951 | 99.97% | 99.97% |
13.12.2017 | 4.40% | 0.23 | 0.24 | 225'000 | 225'000 | 237'677 | 237'677 | 52'846 | 55'223 | 99.97% | 99.97% |
12.12.2017 | 4.72% | 0.22 | 0.23 | 225'000 | 225'000 | 251'306 | 251'306 | 52'005 | 54'518 | 99.93% | 99.93% |
11.12.2017 | 4.52% | 0.21 | 0.22 | 250'000 | 250'000 | 246'090 | 246'090 | 53'263 | 55'724 | 99.97% | 99.97% |
08.12.2017 | 4.99% | 0.20 | 0.21 | 250'000 | 250'000 | 261'992 | 262'159 | 51'130 | 53'786 | 99.76% | 99.97% |
07.12.2017 | 3.52% | 0.26 | 0.27 | 225'000 | 225'000 | 225'781 | 225'780 | 65'084 | 67'342 | 99.94% | 99.94% |
06.12.2017 | 3.17% | 0.34 | 0.35 | 225'000 | 225'000 | 225'000 | 225'000 | 69'943 | 72'193 | 99.89% | 99.89% |
05.12.2017 | 2.98% | 0.31 | 0.32 | 225'000 | 225'000 | 225'000 | 225'000 | 74'473 | 76'723 | 99.92% | 99.92% |