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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.46% |
20.12.2018 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 94.54% |
19.12.2018 | 66.67% | 0.01 | 0.01 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 24.11% | 99.60% |
18.12.2018 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 81.09% | 95.68% |
17.12.2018 | 42.89% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 10'547 | 9'335 | 98.33% | 98.33% |
14.12.2018 | 19.05% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 24'102 | 17'462 | 98.11% | 98.11% |
13.12.2018 | 12.41% | 0.08 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 38'148 | 25'889 | 97.39% | 97.39% |
12.12.2018 | 13.33% | 0.08 | 0.09 | 500'000 | 300'000 | 500'000 | 300'000 | 35'264 | 24'159 | 97.22% | 97.22% |
11.12.2018 | 14.77% | 0.05 | 0.06 | 500'000 | 300'000 | 500'000 | 300'000 | 31'611 | 21'967 | 71.47% | 71.47% |