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 | 3.49% | 0.27 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 28'171 | 29'171 | 100.00% | 100.00% |
14.12.2017 | 3.29% | 0.30 | 0.31 | 110'000 | 110'000 | 110'000 | 110'000 | 32'913 | 34'013 | 100.00% | 100.00% |
13.12.2017 | 3.10% | 0.32 | 0.33 | 110'000 | 110'000 | 110'000 | 110'000 | 34'936 | 36'036 | 99.68% | 99.68% |
12.12.2017 | 3.49% | 0.30 | 0.31 | 110'000 | 110'000 | 110'000 | 110'000 | 31'027 | 32'127 | 99.51% | 99.51% |
11.12.2017 | 3.34% | 0.29 | 0.30 | 110'000 | 110'000 | 110'000 | 110'000 | 32'388 | 33'488 | 99.67% | 99.67% |
08.12.2017 | 3.26% | 0.31 | 0.32 | 110'000 | 110'000 | 110'000 | 110'000 | 33'227 | 34'327 | 99.87% | 99.87% |
07.12.2017 | 3.30% | 0.30 | 0.31 | 110'000 | 110'000 | 110'000 | 110'000 | 32'837 | 33'937 | 100.00% | 100.00% |
06.12.2017 | 3.48% | 0.29 | 0.30 | 110'000 | 110'000 | 110'000 | 110'000 | 31'086 | 32'186 | 100.00% | 100.00% |
05.12.2017 | 3.23% | 0.31 | 0.32 | 110'000 | 110'000 | 110'000 | 110'000 | 33'539 | 34'639 | 100.00% | 100.00% |