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 | 17.43% | 0.10 | 0.12 | 500'000 | 50'000 | 479'522 | 50'000 | 50'219 | 6'256 | 100.00% | 100.00% |
14.12.2017 | 14.90% | 0.13 | 0.15 | 390'000 | 50'000 | 406'497 | 50'000 | 50'488 | 7'225 | 100.00% | 100.00% |
13.12.2017 | 12.78% | 0.14 | 0.16 | 360'000 | 50'000 | 346'643 | 50'000 | 50'801 | 8'335 | 99.99% | 99.99% |
12.12.2017 | 13.77% | 0.14 | 0.16 | 360'000 | 50'000 | 374'027 | 50'000 | 50'573 | 7'773 | 100.00% | 100.00% |
11.12.2017 | 14.21% | 0.13 | 0.15 | 390'000 | 50'000 | 387'252 | 50'000 | 50'631 | 7'546 | 100.00% | 100.00% |
08.12.2017 | 14.98% | 0.13 | 0.15 | 390'000 | 50'000 | 408'714 | 50'000 | 50'513 | 7'189 | 100.00% | 100.00% |
07.12.2017 | 15.03% | 0.12 | 0.14 | 420'000 | 50'000 | 410'311 | 50'000 | 50'497 | 7'161 | 100.00% | 100.00% |
06.12.2017 | 15.36% | 0.12 | 0.14 | 420'000 | 50'000 | 419'224 | 50'000 | 50'408 | 7'013 | 100.00% | 100.00% |
05.12.2017 | 13.40% | 0.13 | 0.15 | 390'000 | 50'000 | 362'200 | 50'000 | 50'422 | 7'963 | 100.00% | 100.00% |