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 | 5.10% | 0.77 | 0.81 | 20'000 | 20'000 | 20'000 | 20'000 | 15'288 | 16'088 | 100.00% | 100.00% |
14.12.2017 | 4.77% | 0.83 | 0.87 | 20'000 | 20'000 | 20'000 | 20'000 | 16'417 | 17'217 | 100.00% | 100.00% |
13.12.2017 | 4.82% | 0.80 | 0.84 | 20'000 | 20'000 | 20'000 | 20'000 | 16'191 | 16'991 | 100.00% | 100.00% |
12.12.2017 | 4.90% | 0.79 | 0.83 | 20'000 | 20'000 | 20'000 | 20'000 | 15'936 | 16'736 | 99.78% | 99.78% |
11.12.2017 | 5.36% | 0.70 | 0.74 | 20'000 | 20'000 | 20'000 | 20'000 | 14'556 | 15'356 | 100.00% | 100.00% |
08.12.2017 | 4.96% | 0.83 | 0.87 | 20'000 | 20'000 | 20'000 | 20'000 | 15'749 | 16'549 | 100.00% | 100.00% |
07.12.2017 | 5.01% | 0.79 | 0.83 | 20'000 | 20'000 | 20'000 | 20'000 | 15'561 | 16'361 | 100.00% | 100.00% |
06.12.2017 | 5.82% | 0.75 | 0.79 | 20'000 | 20'000 | 20'000 | 20'000 | 13'385 | 14'185 | 100.00% | 100.00% |
05.12.2017 | 5.68% | 0.68 | 0.72 | 20'000 | 20'000 | 20'000 | 20'000 | 13'730 | 14'530 | 100.00% | 100.00% |