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 | 28.57% | 0.03 | 0.04 | 180'000 | 180'000 | 180'000 | 180'000 | 5'402 | 7'202 | 100.00% | 100.00% |
20.12.2018 | 23.23% | 0.05 | 0.07 | 120'000 | 120'000 | 120'000 | 120'000 | 6'932 | 8'742 | 100.00% | 100.00% |
19.12.2018 | 17.85% | 0.08 | 0.10 | 110'000 | 110'000 | 110'000 | 110'000 | 11'365 | 13'565 | 100.00% | 100.00% |
18.12.2018 | 10.28% | 0.16 | 0.18 | 110'000 | 110'000 | 110'000 | 110'000 | 20'404 | 22'604 | 100.00% | 100.00% |
17.12.2018 | 8.86% | 0.23 | 0.25 | 110'000 | 110'000 | 110'000 | 110'000 | 23'840 | 26'040 | 99.23% | 99.23% |
14.12.2018 | 7.51% | 0.23 | 0.25 | 110'000 | 110'000 | 110'000 | 110'000 | 28'306 | 30'506 | 100.00% | 100.00% |
13.12.2018 | 5.83% | 0.33 | 0.35 | 110'000 | 110'000 | 110'000 | 110'000 | 36'662 | 38'862 | 100.00% | 100.00% |
12.12.2018 | 6.51% | 0.33 | 0.35 | 110'000 | 110'000 | 110'000 | 110'000 | 32'810 | 35'010 | 100.00% | 100.00% |
11.12.2018 | 8.24% | 0.25 | 0.27 | 110'000 | 110'000 | 110'000 | 110'000 | 25'754 | 27'954 | 100.00% | 100.00% |