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 | 4.76% | 0.41 | 0.43 | 510'000 | 510'000 | 510'000 | 510'000 | 209'123 | 219'323 | 100.00% | 100.00% |
14.12.2017 | 2.62% | 0.42 | 0.44 | 510'000 | 510'000 | 510'000 | 510'000 | 215'009 | 220'739 | 97.50% | 97.50% |
13.12.2017 | 2.49% | 0.43 | 0.44 | 520'000 | 520'000 | 520'000 | 520'000 | 206'709 | 211'909 | 96.41% | 96.41% |
12.12.2017 | 2.49% | 0.40 | 0.41 | 520'000 | 520'000 | 520'000 | 520'000 | 206'257 | 211'457 | 97.89% | 97.89% |
11.12.2017 | 3.09% | 0.34 | 0.35 | 570'000 | 570'000 | 570'000 | 570'000 | 181'705 | 187'405 | 98.81% | 98.81% |
08.12.2017 | 2.90% | 0.35 | 0.36 | 630'000 | 630'000 | 630'000 | 630'000 | 214'005 | 220'305 | 96.95% | 96.95% |
07.12.2017 | 3.56% | 0.29 | 0.30 | 700'000 | 700'000 | 700'000 | 700'000 | 193'347 | 200'347 | 98.32% | 98.32% |
06.12.2017 | 12.55% | 0.25 | 0.26 | 760'000 | 760'000 | 760'000 | 760'000 | 155'351 | 175'775 | 98.10% | 98.10% |
05.12.2017 | 4.19% | 0.33 | 0.34 | 790'000 | 790'000 | 790'000 | 790'000 | 187'653 | 195'553 | 97.94% | 97.94% |