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 | 3.06% | 0.63 | 0.65 | 600'000 | 200'000 | 600'000 | 200'000 | 386'829 | 132'943 | 99.98% | 99.98% |
14.12.2017 | 3.14% | 0.64 | 0.66 | 600'000 | 200'000 | 600'000 | 200'000 | 377'141 | 129'714 | 100.00% | 100.00% |
13.12.2017 | 3.42% | 0.58 | 0.60 | 600'000 | 200'000 | 600'000 | 200'000 | 345'232 | 119'077 | 100.00% | 100.00% |
12.12.2017 | 3.81% | 0.50 | 0.52 | 600'000 | 200'000 | 599'989 | 200'000 | 309'348 | 107'118 | 99.99% | 99.99% |
11.12.2017 | 3.81% | 0.54 | 0.56 | 600'000 | 200'000 | 600'000 | 200'000 | 309'030 | 107'010 | 100.00% | 100.00% |
08.12.2017 | 3.94% | 0.49 | 0.51 | 600'000 | 200'000 | 600'000 | 200'000 | 298'672 | 103'557 | 100.00% | 100.00% |
07.12.2017 | 4.19% | 0.45 | 0.47 | 600'000 | 200'000 | 600'000 | 200'000 | 280'549 | 97'516 | 99.99% | 99.99% |
06.12.2017 | 4.45% | 0.47 | 0.49 | 600'000 | 200'000 | 600'000 | 200'000 | 263'910 | 91'970 | 100.00% | 100.00% |
05.12.2017 | 4.04% | 0.48 | 0.50 | 600'000 | 200'000 | 600'000 | 200'000 | 291'206 | 101'069 | 99.99% | 99.99% |