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 | 0.72% | 2.72 | 2.74 | 80'000 | 80'000 | 80'000 | 80'000 | 220'381 | 221'981 | 100.00% | 100.00% |
14.12.2017 | 0.69% | 2.96 | 2.98 | 80'000 | 80'000 | 80'000 | 80'000 | 232'791 | 234'391 | 99.47% | 99.47% |
13.12.2017 | 0.71% | 2.91 | 2.93 | 80'000 | 80'000 | 80'000 | 80'000 | 225'992 | 227'592 | 99.31% | 99.31% |
12.12.2017 | 0.72% | 2.79 | 2.81 | 80'000 | 80'000 | 80'000 | 80'000 | 222'103 | 223'703 | 99.23% | 99.23% |
11.12.2017 | 0.71% | 2.74 | 2.76 | 90'000 | 90'000 | 90'000 | 90'000 | 253'593 | 255'393 | 98.95% | 98.95% |
08.12.2017 | 0.67% | 3.01 | 3.03 | 90'000 | 90'000 | 90'000 | 90'000 | 269'018 | 270'818 | 99.07% | 99.07% |
07.12.2017 | 0.70% | 2.91 | 2.93 | 90'000 | 90'000 | 90'000 | 90'000 | 254'562 | 256'362 | 99.56% | 99.56% |
06.12.2017 | 0.69% | 2.81 | 2.83 | 90'000 | 90'000 | 90'000 | 90'000 | 258'218 | 260'018 | 99.73% | 99.73% |
05.12.2017 | 0.72% | 2.89 | 2.91 | 90'000 | 90'000 | 90'000 | 90'000 | 250'937 | 252'737 | 99.06% | 99.06% |