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 | 2.25% | 0.88 | 0.90 | 600'000 | 200'000 | 600'000 | 200'000 | 527'971 | 179'990 | 100.00% | 100.00% |
14.12.2017 | 2.29% | 0.87 | 0.89 | 600'000 | 200'000 | 599'971 | 200'000 | 517'592 | 176'539 | 99.75% | 99.75% |
13.12.2017 | 2.42% | 0.82 | 0.84 | 600'000 | 200'000 | 600'000 | 200'000 | 490'782 | 167'594 | 99.99% | 99.99% |
12.12.2017 | 2.49% | 0.78 | 0.80 | 600'000 | 200'000 | 600'000 | 200'000 | 476'843 | 162'948 | 100.00% | 100.00% |
11.12.2017 | 2.40% | 0.81 | 0.83 | 600'000 | 200'000 | 600'000 | 200'000 | 493'546 | 168'515 | 99.88% | 99.88% |
08.12.2017 | 2.51% | 0.81 | 0.83 | 600'000 | 200'000 | 599'989 | 200'000 | 472'143 | 161'384 | 99.87% | 99.87% |
07.12.2017 | 2.63% | 0.76 | 0.78 | 600'000 | 200'000 | 600'000 | 200'000 | 449'723 | 153'908 | 99.90% | 99.90% |
06.12.2017 | 2.63% | 0.73 | 0.75 | 600'000 | 200'000 | 600'000 | 200'000 | 450'646 | 154'215 | 92.90% | 92.90% |
05.12.2017 | 2.49% | 0.78 | 0.80 | 600'000 | 200'000 | 600'000 | 200'000 | 476'374 | 162'791 | 100.00% | 100.00% |