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 | 12.64% | 0.15 | 0.16 | 110'000 | 110'000 | 110'000 | 110'000 | 9'066 | 10'166 | 95.18% | 95.18% |
20.12.2018 | 7.43% | 0.12 | 0.13 | 110'000 | 110'000 | 110'000 | 110'000 | 14'377 | 15'477 | 99.40% | 99.40% |
19.12.2018 | 4.70% | 0.19 | 0.20 | 120'000 | 120'000 | 120'000 | 120'000 | 25'025 | 26'225 | 99.55% | 99.55% |
18.12.2018 | 4.78% | 0.19 | 0.20 | 120'000 | 120'000 | 120'000 | 120'000 | 24'681 | 25'881 | 99.43% | 99.43% |
17.12.2018 | 5.11% | 0.19 | 0.20 | 120'000 | 120'000 | 120'000 | 120'000 | 23'210 | 24'410 | 99.43% | 99.43% |
14.12.2018 | 4.63% | 0.21 | 0.22 | 120'000 | 120'000 | 120'000 | 120'000 | 25'693 | 26'893 | 99.32% | 99.32% |
13.12.2018 | 3.51% | 0.26 | 0.27 | 120'000 | 120'000 | 120'000 | 120'000 | 33'653 | 34'853 | 99.52% | 99.52% |
12.12.2018 | 4.09% | 0.29 | 0.30 | 130'000 | 130'000 | 130'000 | 130'000 | 31'355 | 32'655 | 99.45% | 99.45% |
11.12.2018 | 5.66% | 0.20 | 0.21 | 180'000 | 180'000 | 180'000 | 180'000 | 31'873 | 33'673 | 98.26% | 98.26% |