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 | 31.99% | 0.04 | 0.05 | 500'000 | 500'000 | 500'000 | 500'000 | 14'627 | 19'833 | 100.00% | 100.00% |
20.12.2018 | 16.12% | 0.08 | 0.09 | 500'000 | 500'000 | 499'383 | 500'000 | 36'198 | 41'552 | 99.54% | 99.54% |
19.12.2018 | 11.07% | 0.08 | 0.09 | 500'000 | 500'000 | 500'000 | 500'000 | 45'246 | 50'490 | 100.00% | 100.00% |
18.12.2018 | 6.11% | 0.16 | 0.17 | 500'000 | 500'000 | 500'000 | 500'000 | 83'706 | 88'941 | 100.00% | 100.00% |
17.12.2018 | 5.85% | 0.19 | 0.20 | 500'000 | 500'000 | 500'000 | 500'000 | 87'158 | 92'395 | 99.95% | 99.95% |
14.12.2018 | 4.97% | 0.22 | 0.23 | 500'000 | 500'000 | 500'000 | 500'000 | 103'463 | 108'724 | 76.12% | 76.12% |
13.12.2018 | 3.50% | 0.30 | 0.31 | 500'000 | 500'000 | 500'000 | 500'000 | 147'015 | 152'247 | 100.00% | 100.00% |
12.12.2018 | 3.67% | 0.33 | 0.34 | 500'000 | 500'000 | 499'985 | 500'000 | 141'698 | 146'934 | 99.76% | 99.76% |
11.12.2018 | 4.42% | 0.23 | 0.24 | 500'000 | 500'000 | 500'000 | 500'000 | 116'228 | 121'460 | 99.95% | 99.95% |