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 | 16.74% | 0.08 | 0.09 | 500'000 | 400'000 | 500'000 | 400'000 | 27'794 | 26'235 | 100.00% | 100.00% |
20.12.2018 | 18.22% | 0.11 | 0.13 | 480'000 | 400'000 | 444'873 | 400'000 | 50'407 | 54'859 | 98.72% | 98.72% |
19.12.2018 | 12.97% | 0.20 | 0.22 | 400'000 | 400'000 | 400'000 | 400'000 | 72'695 | 82'695 | 98.14% | 98.14% |
18.12.2018 | 10.00% | 0.22 | 0.24 | 400'000 | 400'000 | 400'000 | 400'000 | 95'239 | 105'239 | 99.90% | 99.90% |
17.12.2018 | 6.99% | 0.32 | 0.35 | 400'000 | 400'000 | 400'000 | 400'000 | 138'699 | 148'699 | 97.46% | 97.46% |
14.12.2018 | 6.02% | 0.40 | 0.42 | 400'000 | 400'000 | 400'000 | 400'000 | 161'336 | 171'336 | 97.17% | 97.17% |
13.12.2018 | 4.47% | 0.50 | 0.52 | 400'000 | 400'000 | 400'000 | 400'000 | 218'741 | 228'741 | 94.12% | 94.12% |
12.12.2018 | 4.48% | 0.55 | 0.57 | 400'000 | 400'000 | 400'000 | 400'000 | 218'469 | 228'469 | 93.38% | 93.38% |
11.12.2018 | 5.58% | 0.48 | 0.50 | 400'000 | 400'000 | 400'000 | 400'000 | 174'960 | 184'960 | 100.00% | 100.00% |