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 | 65.51% | 0.01 | 0.02 | 120'000 | 120'000 | 120'000 | 120'000 | 1'242 | 2'442 | 98.95% | 98.95% |
20.12.2018 | 29.60% | 0.02 | 0.03 | 400'000 | 400'000 | 190'087 | 190'087 | 5'587 | 7'488 | 99.04% | 99.04% |
19.12.2018 | 17.92% | 0.07 | 0.08 | 400'000 | 400'000 | 189'853 | 189'853 | 10'782 | 12'680 | 99.03% | 99.03% |
18.12.2018 | 20.37% | 0.05 | 0.06 | 400'000 | 400'000 | 190'068 | 190'068 | 8'532 | 10'433 | 99.22% | 99.22% |
17.12.2018 | 16.30% | 0.06 | 0.07 | 360'000 | 360'000 | 173'610 | 173'610 | 9'588 | 11'324 | 99.16% | 99.16% |
14.12.2018 | 14.67% | 0.08 | 0.09 | 280'000 | 280'000 | 135'578 | 135'578 | 8'955 | 10'311 | 98.81% | 98.81% |
13.12.2018 | 9.94% | 0.09 | 0.10 | 280'000 | 280'000 | 135'862 | 135'862 | 13'246 | 14'605 | 98.63% | 98.63% |
12.12.2018 | 9.68% | 0.12 | 0.13 | 320'000 | 320'000 | 154'772 | 154'772 | 15'627 | 17'175 | 98.82% | 98.82% |
11.12.2018 | 11.75% | 0.07 | 0.08 | 370'000 | 370'000 | 176'115 | 176'115 | 14'267 | 16'028 | 97.69% | 97.69% |