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 | 30.20% | 0.08 | 0.10 | 500'000 | 300'000 | 500'000 | 300'000 | 30'752 | 24'981 | 98.78% | 98.78% |
14.12.2017 | 21.17% | 0.08 | 0.10 | 500'000 | 300'000 | 500'000 | 300'000 | 43'584 | 32'302 | 99.18% | 99.18% |
13.12.2017 | 15.61% | 0.11 | 0.13 | 460'000 | 300'000 | 496'439 | 300'000 | 40'397 | 28'781 | 100.00% | 100.00% |
12.12.2017 | 13.13% | 0.09 | 0.11 | 500'000 | 300'000 | 500'000 | 300'000 | 42'365 | 29'009 | 99.98% | 99.98% |
11.12.2017 | 10.89% | 0.08 | 0.09 | 500'000 | 300'000 | 493'832 | 300'000 | 46'160 | 31'323 | 98.25% | 98.25% |
08.12.2017 | 8.76% | 0.11 | 0.12 | 460'000 | 300'000 | 456'039 | 300'000 | 50'382 | 36'337 | 100.00% | 100.00% |
07.12.2017 | 7.19% | 0.12 | 0.13 | 420'000 | 300'000 | 361'619 | 300'000 | 50'690 | 45'437 | 100.00% | 100.00% |
06.12.2017 | 8.94% | 0.14 | 0.15 | 360'000 | 300'000 | 438'243 | 300'000 | 48'442 | 37'161 | 100.00% | 100.00% |
05.12.2017 | 11.69% | 0.09 | 0.10 | 500'000 | 300'000 | 500'000 | 300'000 | 45'805 | 30'884 | 99.54% | 99.54% |