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 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.12.2017 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
13.12.2017 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
12.12.2017 | 66.67% | 0.01 | 0.01 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 5.37% | 100.00% |
11.12.2017 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 99.00% | 99.82% |
08.12.2017 | 64.30% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 8'166 | 5'222 | 100.00% | 100.00% |
07.12.2017 | 66.41% | 0.01 | 0.02 | 750'000 | 250'000 | 749'920 | 250'000 | 7'571 | 5'024 | 99.91% | 99.91% |
06.12.2017 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 100.00% | 100.00% |
05.12.2017 | 62.71% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 8'613 | 5'371 | 100.00% | 100.00% |