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 | 2.60% | 0.76 | 0.78 | 40'000 | 40'000 | 40'000 | 40'000 | 30'333 | 31'133 | 100.00% | 100.00% |
14.12.2017 | 2.51% | 0.79 | 0.81 | 40'000 | 40'000 | 40'000 | 40'000 | 31'468 | 32'268 | 99.98% | 99.98% |
13.12.2017 | 2.53% | 0.78 | 0.80 | 40'000 | 40'000 | 40'000 | 40'000 | 31'267 | 32'067 | 100.00% | 100.00% |
12.12.2017 | 2.54% | 0.77 | 0.79 | 40'000 | 40'000 | 40'000 | 40'000 | 31'046 | 31'846 | 99.72% | 99.72% |
11.12.2017 | 2.67% | 0.73 | 0.75 | 40'000 | 40'000 | 40'000 | 40'000 | 29'612 | 30'412 | 99.98% | 99.98% |
08.12.2017 | 2.57% | 0.79 | 0.81 | 40'000 | 40'000 | 40'000 | 40'000 | 30'767 | 31'567 | 99.98% | 99.98% |
07.12.2017 | 2.58% | 0.77 | 0.79 | 40'000 | 40'000 | 40'000 | 40'000 | 30'587 | 31'387 | 100.00% | 100.00% |
06.12.2017 | 2.78% | 0.75 | 0.77 | 40'000 | 40'000 | 40'000 | 40'000 | 28'369 | 29'169 | 100.00% | 100.00% |
05.12.2017 | 2.75% | 0.71 | 0.73 | 40'000 | 40'000 | 40'000 | 40'000 | 28'708 | 29'508 | 100.00% | 100.00% |