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% | 100.00% |
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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
08.12.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.75% |
07.12.2017 | 75.62% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'123 | 6'938 | 7.19% | 91.94% |
06.12.2017 | 83.01% | 0.01 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 5'959 | 8'506 | 83.80% | 83.80% |
05.12.2017 | 56.22% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 8'941 | 9'326 | 94.25% | 94.25% |