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 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.12.2017 | 66.67% | 0.01 | 0.02 | 90'000 | 300'000 | 298'250 | 300'000 | 2'983 | 6'000 | 3.33% | 94.85% |
11.12.2017 | 66.67% | 0.01 | 0.01 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 57.64% | 100.00% |
08.12.2017 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 26.49% | 100.00% |
07.12.2017 | 66.67% | 0.01 | 0.01 | 300'000 | 300'000 | 299'901 | 300'000 | 2'999 | 6'000 | 57.88% | 99.99% |
06.12.2017 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 39.67% | 100.00% |
05.12.2017 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 78.42% | 99.99% |