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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
14.12.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 19.39% | 99.57% |
13.12.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 94.94% | 99.56% |
12.12.2017 | 64.25% | 0.01 | 0.02 | 1'000'000 | 500'000 | 996'945 | 466'403 | 10'844 | 9'660 | 99.41% | 99.41% |
11.12.2017 | 34.07% | 0.03 | 0.04 | 750'000 | 250'000 | 827'393 | 283'856 | 20'442 | 9'814 | 99.53% | 99.53% |
08.12.2017 | 49.53% | 0.02 | 0.03 | 1'000'000 | 400'000 | 1'000'000 | 462'155 | 16'427 | 12'078 | 99.54% | 99.54% |
07.12.2017 | 27.87% | 0.03 | 0.04 | 900'000 | 300'000 | 832'557 | 277'519 | 25'801 | 11'375 | 99.37% | 99.37% |
06.12.2017 | 18.18% | 0.03 | 0.04 | 750'000 | 250'000 | 619'311 | 206'437 | 31'191 | 12'461 | 99.53% | 99.53% |
05.12.2017 | 16.75% | 0.04 | 0.05 | 750'000 | 250'000 | 628'231 | 209'410 | 34'804 | 13'695 | 99.47% | 99.47% |