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 | 2.87% | 0.33 | 0.34 | 210'000 | 210'000 | 210'000 | 210'000 | 72'372 | 74'472 | 99.98% | 99.98% |
14.12.2017 | 2.15% | 0.43 | 0.44 | 210'000 | 210'000 | 210'000 | 210'000 | 97'028 | 99'128 | 99.68% | 99.68% |
13.12.2017 | 1.71% | 0.53 | 0.54 | 210'000 | 210'000 | 210'000 | 210'000 | 122'169 | 124'269 | 99.45% | 99.45% |
12.12.2017 | 1.80% | 0.59 | 0.60 | 220'000 | 220'000 | 220'000 | 220'000 | 121'734 | 123'934 | 99.77% | 99.77% |
11.12.2017 | 1.77% | 0.53 | 0.54 | 220'000 | 220'000 | 220'000 | 220'000 | 123'456 | 125'656 | 99.35% | 99.35% |
08.12.2017 | 1.57% | 0.61 | 0.62 | 250'000 | 250'000 | 250'000 | 250'000 | 158'311 | 160'811 | 100.00% | 100.00% |
07.12.2017 | 2.15% | 0.47 | 0.48 | 260'000 | 260'000 | 260'000 | 260'000 | 120'008 | 122'608 | 100.00% | 100.00% |
06.12.2017 | 2.75% | 0.44 | 0.45 | 250'000 | 250'000 | 250'000 | 250'000 | 90'360 | 92'860 | 99.92% | 99.92% |
05.12.2017 | 2.13% | 0.52 | 0.53 | 260'000 | 260'000 | 260'000 | 260'000 | 121'256 | 123'856 | 100.00% | 100.00% |