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 | 6.96% | 0.14 | 0.15 | 300'000 | 100'000 | 299'342 | 100'000 | 41'575 | 14'889 | 98.41% | 98.41% |
14.12.2017 | 9.09% | 0.13 | 0.14 | 300'000 | 100'000 | 120'252 | 100'000 | 22'923 | 21'902 | 99.20% | 99.21% |
13.12.2017 | 9.49% | 0.24 | 0.26 | 100'000 | 100'000 | 100'000 | 100'000 | 20'102 | 22'102 | 99.01% | 99.01% |
12.12.2017 | 7.81% | 0.22 | 0.24 | 100'000 | 100'000 | 100'000 | 100'000 | 24'739 | 26'739 | 99.63% | 99.63% |
11.12.2017 | 3.49% | 0.27 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 28'186 | 29'186 | 100.00% | 100.00% |
08.12.2017 | 4.09% | 0.26 | 0.27 | 100'000 | 100'000 | 100'000 | 100'000 | 24'014 | 25'014 | 99.05% | 99.05% |
07.12.2017 | 5.00% | 0.21 | 0.22 | 100'000 | 100'000 | 100'074 | 100'074 | 19'574 | 20'574 | 98.91% | 98.91% |
06.12.2017 | 8.92% | 0.16 | 0.17 | 150'000 | 150'000 | 150'000 | 150'000 | 16'482 | 17'982 | 99.79% | 99.79% |
05.12.2017 | 14.88% | 0.18 | 0.19 | 150'000 | 150'000 | 155'632 | 155'632 | 18'559 | 21'383 | 99.73% | 99.73% |