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 | 3.73% | 0.41 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 127'704 | 132'554 | 99.93% | 99.93% |
14.12.2017 | 3.39% | 0.43 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 127'248 | 131'634 | 99.88% | 99.88% |
13.12.2017 | 3.07% | 0.43 | 0.45 | 300'000 | 300'000 | 300'000 | 300'000 | 129'779 | 133'821 | 99.95% | 99.95% |
12.12.2017 | 3.77% | 0.40 | 0.42 | 300'000 | 300'000 | 300'000 | 300'000 | 119'586 | 124'178 | 98.40% | 98.40% |
11.12.2017 | 3.56% | 0.39 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 121'192 | 125'580 | 100.00% | 100.00% |
08.12.2017 | 3.75% | 0.39 | 0.41 | 300'000 | 300'000 | 300'000 | 300'000 | 124'420 | 129'171 | 80.85% | 80.85% |
07.12.2017 | 4.43% | 0.32 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 98'035 | 102'484 | 99.60% | 99.60% |
06.12.2017 | 4.83% | 0.32 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 91'987 | 96'534 | 99.91% | 99.91% |
05.12.2017 | 3.79% | 0.34 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 106'987 | 111'120 | 100.00% | 100.00% |