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 | 4.64% | 0.22 | 0.23 | 300'000 | 100'000 | 300'000 | 100'000 | 63'253 | 22'084 | 100.00% | 100.00% |
14.12.2017 | 5.16% | 0.21 | 0.22 | 300'000 | 100'000 | 299'945 | 100'000 | 56'989 | 19'999 | 99.17% | 99.17% |
13.12.2017 | 6.12% | 0.17 | 0.18 | 300'000 | 100'000 | 300'000 | 100'000 | 47'683 | 16'894 | 99.97% | 99.97% |
12.12.2017 | 6.15% | 0.17 | 0.18 | 300'000 | 100'000 | 300'000 | 100'000 | 47'354 | 16'785 | 98.97% | 98.97% |
11.12.2017 | 6.58% | 0.16 | 0.17 | 300'000 | 100'000 | 300'000 | 100'000 | 44'304 | 15'768 | 99.99% | 99.99% |
08.12.2017 | 6.17% | 0.16 | 0.17 | 300'000 | 100'000 | 320'142 | 106'714 | 50'221 | 17'808 | 99.89% | 99.89% |
07.12.2017 | 6.13% | 0.17 | 0.18 | 300'000 | 100'000 | 387'389 | 129'130 | 60'949 | 21'607 | 99.97% | 99.97% |
06.12.2017 | 6.09% | 0.16 | 0.17 | 450'000 | 150'000 | 389'603 | 129'885 | 61'896 | 21'934 | 100.00% | 100.00% |
05.12.2017 | 9.59% | 0.10 | 0.11 | 450'000 | 150'000 | 415'331 | 150'429 | 43'793 | 16'961 | 99.98% | 99.98% |