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 | 37.58% | 0.01 | 0.02 | 250'000 | 250'000 | 913'184 | 250'000 | 20'416 | 8'035 | 45.29% | 99.94% |
14.12.2017 | 29.26% | 0.03 | 0.04 | 1'000'000 | 250'000 | 994'352 | 250'000 | 29'907 | 10'005 | 89.09% | 99.95% |
13.12.2017 | 40.12% | 0.02 | 0.03 | 250'000 | 250'000 | 967'416 | 250'000 | 19'341 | 7'489 | 50.95% | 100.00% |
12.12.2017 | 40.06% | 0.01 | 0.02 | 250'000 | 250'000 | 986'082 | 250'000 | 19'705 | 7'495 | 1.06% | 95.58% |
11.12.2017 | 40.00% | 0.02 | 0.03 | 1'000'000 | 250'000 | 977'946 | 250'000 | 19'559 | 7'500 | 60.83% | 99.49% |
08.12.2017 | 38.88% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'958 | 250'000 | 20'983 | 7'746 | 100.00% | 100.00% |
07.12.2017 | 39.71% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'989 | 250'000 | 20'250 | 7'563 | 100.00% | 100.00% |
06.12.2017 | 39.67% | 0.02 | 0.03 | 1'000'000 | 250'000 | 993'746 | 250'000 | 20'162 | 7'572 | 96.09% | 97.47% |
05.12.2017 | 31.38% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'699 | 9'425 | 99.95% | 99.95% |