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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.47% |
14.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 93.88% |
13.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11.12.2017 | 66.95% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'026 | 12.10% | 100.00% |
08.12.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 33.19% | 75.41% |
07.12.2017 | 31.45% | 0.02 | 0.04 | 500'000 | 300'000 | 499'073 | 300'000 | 23'257 | 18'136 | 79.85% | 84.55% |
06.12.2017 | 17.40% | 0.09 | 0.10 | 500'000 | 300'000 | 500'000 | 300'000 | 38'195 | 27'241 | 94.30% | 94.30% |
05.12.2017 | 15.26% | 0.08 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 42'582 | 29'717 | 94.25% | 94.25% |