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 | 3.09% | 0.64 | 0.66 | 40'000 | 40'000 | 40'000 | 40'000 | 25'519 | 26'319 | 100.00% | 100.00% |
14.12.2017 | 3.05% | 0.66 | 0.68 | 40'000 | 40'000 | 40'000 | 40'000 | 25'821 | 26'621 | 99.20% | 99.20% |
13.12.2017 | 3.23% | 0.60 | 0.62 | 40'000 | 40'000 | 40'000 | 40'000 | 24'348 | 25'148 | 99.56% | 99.56% |
12.12.2017 | 3.26% | 0.61 | 0.63 | 40'000 | 40'000 | 40'000 | 40'000 | 24'169 | 24'969 | 99.83% | 99.83% |
11.12.2017 | 3.22% | 0.61 | 0.63 | 40'000 | 40'000 | 40'000 | 40'000 | 24'483 | 25'283 | 99.78% | 99.78% |
08.12.2017 | 3.53% | 0.56 | 0.58 | 40'000 | 40'000 | 40'000 | 40'000 | 22'289 | 23'089 | 100.00% | 100.00% |
07.12.2017 | 3.81% | 0.51 | 0.53 | 40'000 | 40'000 | 40'000 | 40'000 | 20'600 | 21'400 | 99.93% | 99.93% |
06.12.2017 | 3.53% | 0.55 | 0.57 | 40'000 | 40'000 | 40'000 | 40'000 | 22'247 | 23'047 | 100.00% | 100.00% |
05.12.2017 | 3.38% | 0.59 | 0.61 | 40'000 | 40'000 | 40'000 | 40'000 | 23'280 | 24'080 | 100.00% | 100.00% |