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 | - | - |
14.12.2017 | 1.02% | 1.00 | 1.01 | 125'000 | 125'000 | 116'385 | 116'398 | 113'937 | 115'113 | 99.90% | 99.90% |
13.12.2017 | 1.10% | 0.93 | 0.94 | 125'000 | 125'000 | 120'833 | 120'833 | 109'669 | 110'877 | 100.00% | 100.00% |
12.12.2017 | 1.11% | 0.91 | 0.92 | 125'000 | 125'000 | 124'975 | 125'000 | 111'847 | 113'120 | 100.00% | 100.00% |
11.12.2017 | 1.10% | 0.90 | 0.91 | 125'000 | 125'000 | 125'000 | 125'000 | 113'428 | 114'678 | 100.00% | 100.00% |
08.12.2017 | 1.12% | 0.90 | 0.91 | 125'000 | 125'000 | 125'000 | 125'000 | 110'628 | 111'878 | 99.98% | 99.98% |
07.12.2017 | 1.12% | 0.87 | 0.88 | 125'000 | 125'000 | 125'000 | 125'000 | 110'651 | 111'901 | 99.96% | 99.96% |
06.12.2017 | 1.15% | 0.89 | 0.90 | 125'000 | 125'000 | 125'000 | 125'000 | 108'271 | 109'521 | 99.98% | 99.98% |
05.12.2017 | 1.12% | 0.89 | 0.90 | 125'000 | 125'000 | 125'000 | 125'000 | 110'699 | 111'949 | 99.97% | 99.97% |
04.12.2017 | 1.06% | 0.92 | 0.93 | 125'000 | 125'000 | 125'000 | 125'000 | 117'466 | 118'716 | 99.97% | 99.97% |