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 | 17.15% | 0.27 | 0.32 | 120'000 | 120'000 | 106'877 | 106'877 | 28'707 | 34'051 | 94.80% | 94.80% |
14.12.2017 | 16.53% | 0.24 | 0.28 | 60'000 | 60'000 | 60'000 | 60'000 | 13'403 | 15'803 | 79.41% | 79.45% |
13.12.2017 | 19.34% | 0.22 | 0.26 | 60'000 | 60'000 | 60'000 | 60'000 | 11'323 | 13'723 | 90.57% | 90.57% |
12.12.2017 | 19.06% | 0.15 | 0.19 | 60'000 | 60'000 | 60'000 | 60'000 | 11'430 | 13'830 | 82.05% | 82.05% |
11.12.2017 | 18.45% | 0.18 | 0.22 | 60'000 | 60'000 | 60'000 | 60'000 | 11'853 | 14'253 | 86.60% | 86.60% |
08.12.2017 | 15.71% | 0.22 | 0.26 | 60'000 | 60'000 | 60'000 | 60'000 | 14'100 | 16'500 | 92.85% | 92.85% |
07.12.2017 | 17.59% | 0.20 | 0.24 | 70'000 | 70'000 | 70'000 | 70'000 | 14'586 | 17'386 | 69.47% | 69.47% |
06.12.2017 | 18.95% | 0.16 | 0.20 | 60'000 | 60'000 | 60'000 | 60'000 | 11'511 | 13'911 | 63.50% | 63.50% |
05.12.2017 | 14.58% | 0.24 | 0.28 | 60'000 | 60'000 | 60'000 | 60'000 | 15'363 | 17'763 | 65.37% | 65.37% |