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 | 19.04% | 0.08 | 0.10 | 150'000 | 50'000 | 150'000 | 50'000 | 14'622 | 5'874 | 100.00% | 100.00% |
14.12.2017 | 12.77% | 0.15 | 0.17 | 150'000 | 50'000 | 150'000 | 50'000 | 22'157 | 8'386 | 99.88% | 99.88% |
13.12.2017 | 9.18% | 0.19 | 0.21 | 150'000 | 50'000 | 150'000 | 50'000 | 31'346 | 11'449 | 99.93% | 99.93% |
12.12.2017 | 10.70% | 0.19 | 0.21 | 150'000 | 50'000 | 150'000 | 50'000 | 26'625 | 9'875 | 99.99% | 99.99% |
11.12.2017 | 11.42% | 0.17 | 0.19 | 150'000 | 50'000 | 150'000 | 50'000 | 24'873 | 9'291 | 99.80% | 99.80% |
08.12.2017 | 12.09% | 0.16 | 0.18 | 150'000 | 50'000 | 150'000 | 50'000 | 23'378 | 8'793 | 100.00% | 100.00% |
07.12.2017 | 12.15% | 0.15 | 0.17 | 150'000 | 50'000 | 150'000 | 50'000 | 23'269 | 8'756 | 99.91% | 99.91% |
06.12.2017 | 12.18% | 0.15 | 0.17 | 150'000 | 50'000 | 150'000 | 50'000 | 23'169 | 8'723 | 99.98% | 99.98% |
05.12.2017 | 9.58% | 0.18 | 0.20 | 150'000 | 50'000 | 150'000 | 50'000 | 29'833 | 10'944 | 100.00% | 100.00% |