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 | 4.63% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 126'608 | 132'608 | 99.64% | 99.64% |
14.12.2017 | 4.62% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 126'974 | 132'974 | 95.23% | 95.23% |
13.12.2017 | 5.00% | 0.40 | 0.42 | 300'000 | 300'000 | 300'000 | 300'000 | 117'097 | 123'097 | 96.68% | 96.68% |
12.12.2017 | 6.00% | 0.34 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 97'084 | 103'084 | 100.00% | 100.00% |
11.12.2017 | 5.99% | 0.32 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 97'218 | 103'218 | 100.00% | 100.00% |
08.12.2017 | 5.45% | 0.35 | 0.37 | 300'000 | 300'000 | 300'000 | 300'000 | 107'249 | 113'249 | 100.00% | 100.00% |
07.12.2017 | 5.65% | 0.34 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 103'256 | 109'256 | 100.00% | 100.00% |
06.12.2017 | 6.01% | 0.34 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 96'910 | 102'910 | 100.00% | 100.00% |
05.12.2017 | 5.59% | 0.33 | 0.35 | 300'000 | 300'000 | 300'000 | 300'000 | 104'509 | 110'509 | 100.00% | 100.00% |