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 | 5.15% | 0.44 | 0.47 | 120'000 | 50'000 | 120'712 | 50'000 | 51'633 | 22'523 | 100.00% | 100.00% |
14.12.2017 | 5.14% | 0.42 | 0.44 | 120'000 | 50'000 | 124'715 | 50'000 | 52'159 | 22'066 | 99.23% | 99.23% |
13.12.2017 | 6.71% | 0.32 | 0.34 | 160'000 | 50'000 | 161'697 | 50'000 | 51'654 | 17'090 | 100.00% | 100.00% |
12.12.2017 | 6.22% | 0.34 | 0.36 | 150'000 | 50'000 | 152'740 | 50'000 | 51'551 | 17'970 | 100.00% | 100.00% |
11.12.2017 | 6.94% | 0.35 | 0.38 | 150'000 | 50'000 | 167'490 | 50'000 | 51'531 | 16'551 | 99.76% | 99.76% |
08.12.2017 | 9.58% | 0.24 | 0.26 | 210'000 | 50'000 | 226'130 | 50'000 | 50'574 | 12'318 | 100.00% | 100.00% |
07.12.2017 | 11.07% | 0.20 | 0.22 | 250'000 | 50'000 | 275'107 | 50'000 | 50'658 | 10'296 | 99.44% | 99.44% |
06.12.2017 | 10.95% | 0.18 | 0.20 | 280'000 | 50'000 | 335'166 | 50'000 | 50'725 | 8'617 | 100.00% | 100.00% |
05.12.2017 | 9.73% | 0.15 | 0.16 | 340'000 | 50'000 | 361'728 | 50'000 | 50'790 | 7'812 | 100.00% | 100.00% |