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 | 3.48% | 0.55 | 0.57 | 450'000 | 150'000 | 450'000 | 150'000 | 254'502 | 87'834 | 100.00% | 100.00% |
14.12.2017 | 3.45% | 0.58 | 0.60 | 450'000 | 150'000 | 450'000 | 150'000 | 256'233 | 88'411 | 99.95% | 99.95% |
13.12.2017 | 3.67% | 0.54 | 0.56 | 450'000 | 150'000 | 450'000 | 150'000 | 241'084 | 83'361 | 100.00% | 100.00% |
12.12.2017 | 3.69% | 0.54 | 0.56 | 450'000 | 150'000 | 450'000 | 150'000 | 239'758 | 82'919 | 99.99% | 99.99% |
11.12.2017 | 3.75% | 0.52 | 0.54 | 450'000 | 150'000 | 450'000 | 150'000 | 235'473 | 81'491 | 99.99% | 99.99% |
08.12.2017 | 3.88% | 0.54 | 0.56 | 450'000 | 150'000 | 449'928 | 150'000 | 227'767 | 78'934 | 99.90% | 99.90% |
07.12.2017 | 4.15% | 0.47 | 0.49 | 450'000 | 150'000 | 450'000 | 150'000 | 212'290 | 73'763 | 99.97% | 99.97% |
06.12.2017 | 4.67% | 0.45 | 0.47 | 450'000 | 150'000 | 450'000 | 150'000 | 188'676 | 65'892 | 99.99% | 99.99% |
05.12.2017 | 5.32% | 0.39 | 0.41 | 450'000 | 150'000 | 449'989 | 150'000 | 165'214 | 58'073 | 99.98% | 99.98% |