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 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 59.59% |
14.12.2017 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 199'999 | 200'000 | 2'000 | 4'000 | 48.56% | 95.46% |
13.12.2017 | 60.29% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'478 | 4'478 | 30.51% | 89.61% |
12.12.2017 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 199'999 | 200'000 | 2'000 | 4'000 | 38.72% | 71.45% |
11.12.2017 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 4'000 | 63.63% | 99.57% |
08.12.2017 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 4'000 | 20.94% | 99.91% |
07.12.2017 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 4'000 | 17.11% | 69.95% |
06.12.2017 | 66.67% | 0.01 | 0.02 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 4'000 | 52.90% | 99.66% |
05.12.2017 | 56.75% | 0.01 | 0.02 | 180'000 | 180'000 | 186'435 | 186'435 | 2'643 | 4'508 | 78.84% | 78.84% |