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 | 4.41% | 0.66 | 0.69 | 30'000 | 30'000 | 30'000 | 30'000 | 19'968 | 20'868 | 100.00% | 100.00% |
14.12.2017 | 4.49% | 0.68 | 0.71 | 20'000 | 20'000 | 20'000 | 20'000 | 13'075 | 13'675 | 99.92% | 99.92% |
13.12.2017 | 5.12% | 0.60 | 0.63 | 20'000 | 20'000 | 20'000 | 20'000 | 11'420 | 12'020 | 99.91% | 99.91% |
12.12.2017 | 5.21% | 0.58 | 0.61 | 20'000 | 20'000 | 20'000 | 20'000 | 11'225 | 11'825 | 99.40% | 99.40% |
11.12.2017 | 5.13% | 0.57 | 0.60 | 30'000 | 30'000 | 30'000 | 30'000 | 17'108 | 18'008 | 100.00% | 100.00% |
08.12.2017 | 5.40% | 0.57 | 0.60 | 30'000 | 30'000 | 30'000 | 30'000 | 16'230 | 17'130 | 99.91% | 99.91% |
07.12.2017 | 5.44% | 0.52 | 0.55 | 30'000 | 30'000 | 30'000 | 30'000 | 16'138 | 17'038 | 100.00% | 100.00% |
06.12.2017 | 5.76% | 0.53 | 0.56 | 30'000 | 30'000 | 30'000 | 30'000 | 15'192 | 16'092 | 99.93% | 99.93% |
05.12.2017 | 5.46% | 0.54 | 0.57 | 30'000 | 30'000 | 30'000 | 30'000 | 16'044 | 16'944 | 100.00% | 100.00% |