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 | 7.66% | 0.13 | 0.14 | 70'000 | 70'000 | 70'000 | 70'000 | 8'799 | 9'499 | 98.84% | 98.84% |
20.12.2018 | 6.19% | 0.14 | 0.14 | 210'000 | 210'000 | 104'470 | 104'470 | 16'506 | 17'550 | 98.51% | 98.51% |
19.12.2018 | 4.94% | 0.23 | 0.24 | 210'000 | 210'000 | 104'274 | 104'274 | 21'673 | 22'716 | 98.46% | 98.46% |
18.12.2018 | 5.64% | 0.21 | 0.22 | 220'000 | 220'000 | 107'097 | 107'097 | 18'992 | 20'063 | 99.13% | 99.13% |
17.12.2018 | 4.77% | 0.22 | 0.23 | 210'000 | 210'000 | 104'661 | 104'661 | 21'176 | 22'223 | 98.82% | 98.82% |
14.12.2018 | 4.31% | 0.25 | 0.26 | 210'000 | 210'000 | 104'116 | 104'116 | 24'042 | 25'083 | 97.94% | 97.94% |
13.12.2018 | 3.64% | 0.27 | 0.28 | 210'000 | 210'000 | 104'197 | 104'197 | 28'427 | 29'469 | 96.99% | 96.99% |
12.12.2018 | 3.71% | 0.29 | 0.30 | 220'000 | 220'000 | 106'049 | 106'049 | 28'626 | 29'687 | 97.52% | 97.52% |
11.12.2018 | 4.27% | 0.22 | 0.23 | 220'000 | 220'000 | 106'888 | 106'888 | 24'768 | 25'837 | 97.11% | 97.11% |