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 | 3.54% | 0.56 | 0.58 | 40'000 | 40'000 | 40'000 | 40'000 | 22'188 | 22'988 | 99.59% | 99.59% |
14.12.2017 | 3.38% | 0.59 | 0.61 | 40'000 | 40'000 | 40'000 | 40'000 | 23'288 | 24'088 | 99.77% | 99.77% |
13.12.2017 | 3.41% | 0.57 | 0.59 | 40'000 | 40'000 | 40'000 | 40'000 | 23'095 | 23'895 | 97.17% | 97.17% |
12.12.2017 | 3.44% | 0.57 | 0.59 | 40'000 | 40'000 | 40'000 | 40'000 | 22'829 | 23'629 | 99.78% | 99.78% |
11.12.2017 | 3.67% | 0.52 | 0.54 | 40'000 | 40'000 | 40'000 | 40'000 | 21'442 | 22'242 | 99.93% | 99.93% |
08.12.2017 | 3.47% | 0.59 | 0.61 | 40'000 | 40'000 | 40'000 | 40'000 | 22'646 | 23'446 | 88.65% | 88.65% |
07.12.2017 | 3.50% | 0.57 | 0.59 | 40'000 | 40'000 | 40'000 | 40'000 | 22'430 | 23'230 | 100.00% | 100.00% |
06.12.2017 | 3.88% | 0.54 | 0.56 | 40'000 | 40'000 | 40'000 | 40'000 | 20'230 | 21'030 | 100.00% | 100.00% |
05.12.2017 | 3.82% | 0.51 | 0.53 | 40'000 | 40'000 | 40'000 | 40'000 | 20'591 | 21'391 | 99.81% | 99.81% |