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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.12.2018 | 3.23% | 0.76 | 0.82 | 510'000 | 510'000 | 509'993 | 510'000 | 382'933 | 395'498 | 97.28% | 97.28% |
19.12.2018 | 3.74% | 0.55 | 0.57 | 530'000 | 530'000 | 529'995 | 530'000 | 277'251 | 287'804 | 99.72% | 99.72% |
18.12.2018 | 2.17% | 0.51 | 0.52 | 590'000 | 590'000 | 589'898 | 590'000 | 270'244 | 276'196 | 99.46% | 99.46% |
17.12.2018 | 2.77% | 0.37 | 0.38 | 770'000 | 770'000 | 769'926 | 770'000 | 278'985 | 286'714 | 99.09% | 99.09% |
14.12.2018 | 3.51% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 284'122 | 294'122 | 99.69% | 99.69% |
13.12.2018 | 6.29% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'994 | 1'000'000 | 154'581 | 164'582 | 99.46% | 99.46% |
12.12.2018 | 4.68% | 0.17 | 0.18 | 810'000 | 810'000 | 810'000 | 809'966 | 172'809 | 180'902 | 98.80% | 98.80% |
11.12.2018 | 2.97% | 0.31 | 0.32 | 640'000 | 640'000 | 639'991 | 639'972 | 217'394 | 223'788 | 97.59% | 97.59% |