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 | 8.43% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 51'222 | 18'574 | 99.97% | 99.97% |
14.12.2017 | 9.67% | 0.11 | 0.12 | 450'000 | 150'000 | 450'000 | 150'000 | 44'454 | 16'318 | 99.97% | 99.97% |
13.12.2017 | 10.36% | 0.10 | 0.11 | 450'000 | 150'000 | 450'000 | 150'000 | 41'276 | 15'259 | 99.99% | 99.99% |
12.12.2017 | 9.48% | 0.10 | 0.11 | 450'000 | 150'000 | 450'000 | 150'000 | 45'370 | 16'623 | 99.89% | 99.89% |
11.12.2017 | 8.90% | 0.11 | 0.12 | 450'000 | 150'000 | 450'000 | 150'000 | 48'373 | 17'624 | 100.00% | 100.00% |
08.12.2017 | 9.24% | 0.11 | 0.12 | 450'000 | 150'000 | 450'000 | 150'000 | 46'556 | 17'019 | 100.00% | 100.00% |
07.12.2017 | 5.87% | 0.15 | 0.16 | 450'000 | 150'000 | 450'000 | 150'000 | 74'457 | 26'319 | 99.88% | 99.88% |
06.12.2017 | 5.66% | 0.17 | 0.18 | 450'000 | 150'000 | 450'000 | 150'000 | 77'395 | 27'298 | 99.99% | 99.99% |
05.12.2017 | 6.82% | 0.14 | 0.15 | 450'000 | 150'000 | 450'000 | 150'000 | 63'866 | 22'789 | 99.99% | 99.99% |