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 | - | - |
21.12.2018 | 1.09% | 2.19 | 2.21 | 200'000 | 200'000 | 200'000 | 200'000 | 437'831 | 442'633 | 54.80% | 54.80% |
20.12.2018 | 1.08% | 2.28 | 2.31 | 200'000 | 200'000 | 200'000 | 200'000 | 454'750 | 459'702 | 37.75% | 37.75% |
19.12.2018 | 1.05% | 2.31 | 2.33 | 200'000 | 200'000 | 200'000 | 200'000 | 463'183 | 468'063 | 34.71% | 34.71% |
18.12.2018 | 1.05% | 2.33 | 2.36 | 200'000 | 200'000 | 200'000 | 200'000 | 467'156 | 472'088 | 31.80% | 31.80% |
17.12.2018 | 1.02% | 2.40 | 2.42 | 200'000 | 200'000 | 200'000 | 200'000 | 480'240 | 485'162 | 49.41% | 49.41% |
14.12.2018 | 0.98% | 2.48 | 2.51 | 200'000 | 200'000 | 200'000 | 200'000 | 490'666 | 495'512 | 57.65% | 57.65% |
13.12.2018 | 0.97% | 2.50 | 2.53 | 200'000 | 200'000 | 200'000 | 200'000 | 502'865 | 507'764 | 71.43% | 71.43% |
12.12.2018 | 1.02% | 2.53 | 2.55 | 200'000 | 200'000 | 200'000 | 200'000 | 497'589 | 502'674 | 93.45% | 93.45% |
11.12.2018 | 1.01% | 2.46 | 2.48 | 200'000 | 200'000 | 200'000 | 200'000 | 486'277 | 491'223 | 96.20% | 96.20% |