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 | 40.00% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 | 3'000 | 100.00% | 100.00% |
20.12.2018 | 40.00% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 | 3'000 | 100.00% | 100.00% |
19.12.2018 | 38.78% | 0.02 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 2'091 | 3'091 | 90.11% | 90.11% |
18.12.2018 | 26.98% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 5'162 | 6'775 | 93.02% | 93.02% |
17.12.2018 | 24.25% | 0.08 | 0.11 | 100'000 | 100'000 | 100'000 | 100'000 | 7'997 | 10'193 | 98.88% | 98.88% |
14.12.2018 | 23.31% | 0.08 | 0.11 | 60'000 | 60'000 | 60'000 | 60'000 | 6'960 | 8'765 | 73.22% | 73.22% |
13.12.2018 | 15.22% | 0.23 | 0.27 | 60'000 | 60'000 | 60'000 | 60'000 | 14'622 | 17'022 | 100.00% | 100.00% |
12.12.2018 | 17.44% | 0.25 | 0.29 | 80'000 | 80'000 | 80'000 | 80'000 | 14'830 | 17'609 | 99.73% | 99.73% |
11.12.2018 | 22.44% | 0.12 | 0.14 | 100'000 | 100'000 | 100'000 | 100'000 | 9'975 | 12'464 | 99.43% | 99.43% |