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 | 1.12% | 2.67 | 2.70 | 80'000 | 80'000 | 80'000 | 80'000 | 212'545 | 214'945 | 95.49% | 95.49% |
14.12.2017 | 1.06% | 2.78 | 2.81 | 80'000 | 80'000 | 80'000 | 80'000 | 225'931 | 228'331 | 94.93% | 94.93% |
13.12.2017 | 1.03% | 2.83 | 2.86 | 80'000 | 80'000 | 80'000 | 80'000 | 231'566 | 233'966 | 87.97% | 87.97% |
12.12.2017 | 1.03% | 2.93 | 2.96 | 80'000 | 80'000 | 80'000 | 80'000 | 231'928 | 234'328 | 85.18% | 85.18% |
11.12.2017 | 1.04% | 2.93 | 2.96 | 80'000 | 80'000 | 80'000 | 80'000 | 230'553 | 232'953 | 99.09% | 99.09% |
08.12.2017 | 1.03% | 2.98 | 3.01 | 90'000 | 90'000 | 90'000 | 90'000 | 261'749 | 264'449 | 98.73% | 98.73% |
07.12.2017 | 1.12% | 2.66 | 2.69 | 90'000 | 90'000 | 90'000 | 90'000 | 240'257 | 242'957 | 99.22% | 99.22% |
06.12.2017 | 1.12% | 2.59 | 2.62 | 80'000 | 80'000 | 80'000 | 80'000 | 213'392 | 215'792 | 98.35% | 98.35% |
05.12.2017 | 1.09% | 2.82 | 2.85 | 80'000 | 80'000 | 80'000 | 80'000 | 219'779 | 222'179 | 98.76% | 98.76% |