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 | 0.83% | 1.21 | 1.22 | 180'000 | 180'000 | 180'000 | 180'000 | 216'578 | 218'378 | 92.47% | 92.47% |
20.12.2018 | 0.78% | 1.27 | 1.28 | 360'000 | 360'000 | 240'281 | 240'284 | 308'120 | 310'527 | 97.90% | 97.90% |
19.12.2018 | 0.71% | 1.39 | 1.40 | 360'000 | 360'000 | 241'324 | 241'324 | 337'957 | 340'370 | 98.69% | 98.69% |
18.12.2018 | 0.72% | 1.38 | 1.39 | 360'000 | 360'000 | 241'315 | 241'315 | 332'423 | 334'836 | 99.01% | 99.01% |
17.12.2018 | 0.72% | 1.43 | 1.44 | 360'000 | 360'000 | 240'629 | 240'629 | 335'018 | 337'424 | 97.58% | 97.58% |
14.12.2018 | 0.69% | 1.42 | 1.43 | 360'000 | 360'000 | 240'736 | 240'736 | 347'414 | 349'821 | 98.64% | 98.64% |
13.12.2018 | 0.67% | 1.50 | 1.51 | 360'000 | 360'000 | 242'051 | 242'051 | 358'298 | 360'719 | 96.82% | 96.82% |
12.12.2018 | 0.67% | 1.49 | 1.50 | 360'000 | 360'000 | 241'268 | 241'268 | 357'271 | 359'684 | 98.63% | 98.63% |
11.12.2018 | 0.68% | 1.45 | 1.46 | 360'000 | 360'000 | 240'069 | 240'069 | 353'641 | 356'042 | 95.87% | 95.87% |