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 | 2.51% | 1.60 | 1.64 | 80'000 | 80'000 | 80'000 | 80'000 | 125'695 | 128'895 | 100.00% | 100.00% |
14.12.2017 | 1.24% | 1.59 | 1.61 | 80'000 | 80'000 | 80'000 | 80'000 | 128'151 | 129'751 | 99.77% | 99.77% |
13.12.2017 | 1.25% | 1.65 | 1.67 | 80'000 | 80'000 | 80'000 | 80'000 | 127'246 | 128'846 | 99.77% | 99.77% |
12.12.2017 | 1.23% | 1.56 | 1.58 | 80'000 | 80'000 | 80'000 | 80'000 | 128'974 | 130'574 | 99.57% | 99.57% |
11.12.2017 | 1.22% | 1.62 | 1.64 | 80'000 | 80'000 | 80'000 | 80'000 | 130'451 | 132'051 | 100.00% | 100.00% |
08.12.2017 | 1.21% | 1.68 | 1.70 | 80'000 | 80'000 | 80'000 | 80'000 | 131'371 | 132'971 | 99.36% | 99.36% |
07.12.2017 | 1.25% | 1.58 | 1.60 | 80'000 | 80'000 | 80'000 | 80'000 | 126'939 | 128'539 | 99.30% | 99.30% |
06.12.2017 | 1.26% | 1.57 | 1.59 | 80'000 | 80'000 | 80'000 | 80'000 | 126'502 | 128'102 | 100.00% | 100.00% |
05.12.2017 | 1.23% | 1.63 | 1.65 | 80'000 | 80'000 | 80'000 | 80'000 | 129'283 | 130'883 | 100.00% | 100.00% |