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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
20.12.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
19.12.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
18.12.2018 | 40.42% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'017 | 15'009 | 100.00% | 100.00% |
17.12.2018 | 20.70% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 44'511 | 27'255 | 100.00% | 100.00% |
14.12.2018 | 9.59% | 0.10 | 0.11 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'582 | 54'791 | 100.00% | 100.00% |
13.12.2018 | 6.48% | 0.16 | 0.17 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'050 | 80'025 | 98.88% | 98.88% |
12.12.2018 | 5.47% | 0.21 | 0.22 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 179'059 | 94'529 | 98.63% | 98.63% |
11.12.2018 | 7.08% | 0.16 | 0.17 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 139'074 | 74'537 | 100.00% | 100.00% |