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 | 17.71% | 0.10 | 0.12 | 40'000 | 40'000 | 40'000 | 40'000 | 4'132 | 4'932 | 99.54% | 99.54% |
14.12.2017 | 15.00% | 0.12 | 0.14 | 40'000 | 40'000 | 40'000 | 40'000 | 4'947 | 5'747 | 100.00% | 100.00% |
13.12.2017 | 16.49% | 0.13 | 0.15 | 40'000 | 40'000 | 40'000 | 40'000 | 4'522 | 5'322 | 97.73% | 97.73% |
12.12.2017 | 24.63% | 0.08 | 0.10 | 40'000 | 40'000 | 39'998 | 40'000 | 2'861 | 3'661 | 96.15% | 96.17% |
11.12.2017 | 59.77% | 0.03 | 0.05 | 50'000 | 50'000 | 50'000 | 50'000 | 1'207 | 2'207 | 97.98% | 97.98% |
08.12.2017 | 50.00% | 0.03 | 0.05 | 50'000 | 50'000 | 50'000 | 50'000 | 1'500 | 2'500 | 100.00% | 100.00% |
07.12.2017 | 31.85% | 0.03 | 0.05 | 60'000 | 60'000 | 60'000 | 60'000 | 1'718 | 2'366 | 99.86% | 99.86% |
06.12.2017 | 35.78% | 0.03 | 0.04 | 60'000 | 60'000 | 60'000 | 60'000 | 1'422 | 2'022 | 99.65% | 99.65% |
05.12.2017 | 31.05% | 0.03 | 0.04 | 60'000 | 60'000 | 60'000 | 60'000 | 1'803 | 2'473 | 95.47% | 95.47% |