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 | 1.46% | 0.68 | 0.69 | 60'000 | 60'000 | 59'999 | 60'000 | 40'749 | 41'349 | 94.49% | 94.49% |
14.12.2017 | 1.63% | 0.70 | 0.71 | 210'000 | 210'000 | 96'655 | 96'655 | 60'944 | 61'910 | 93.25% | 93.25% |
13.12.2017 | 1.67% | 0.59 | 0.60 | 210'000 | 210'000 | 94'258 | 94'258 | 55'989 | 56'932 | 98.56% | 98.56% |
12.12.2017 | 1.58% | 0.63 | 0.64 | 210'000 | 210'000 | 94'988 | 94'988 | 59'570 | 60'520 | 98.02% | 98.02% |
11.12.2017 | 1.80% | 0.62 | 0.63 | 210'000 | 210'000 | 94'515 | 94'515 | 53'583 | 54'528 | 99.01% | 99.01% |
08.12.2017 | 1.83% | 0.55 | 0.56 | 210'000 | 210'000 | 94'853 | 94'853 | 51'753 | 52'701 | 98.61% | 98.61% |
07.12.2017 | 1.82% | 0.56 | 0.57 | 210'000 | 210'000 | 95'002 | 95'002 | 51'822 | 52'772 | 97.83% | 97.83% |
06.12.2017 | 1.98% | 0.53 | 0.54 | 210'000 | 210'000 | 95'179 | 95'179 | 48'201 | 49'153 | 97.73% | 97.73% |
05.12.2017 | 2.11% | 0.51 | 0.52 | 210'000 | 210'000 | 94'750 | 94'750 | 45'570 | 46'518 | 97.85% | 97.85% |