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 | 2.72% | 0.39 | 0.40 | 530'000 | 530'000 | 530'000 | 530'000 | 193'640 | 198'940 | 83.32% | 83.32% |
20.12.2018 | 1.69% | 0.54 | 0.55 | 530'000 | 530'000 | 530'000 | 530'000 | 312'620 | 317'920 | 95.36% | 95.36% |
19.12.2018 | 1.07% | 0.86 | 0.87 | 560'000 | 560'000 | 560'000 | 560'000 | 523'624 | 529'224 | 98.82% | 98.82% |
18.12.2018 | 1.05% | 0.87 | 0.88 | 560'000 | 560'000 | 560'000 | 560'000 | 530'858 | 536'458 | 98.94% | 98.94% |
17.12.2018 | 1.03% | 0.94 | 0.95 | 550'000 | 550'000 | 550'000 | 550'000 | 536'382 | 541'882 | 99.37% | 99.37% |
14.12.2018 | 0.97% | 1.11 | 1.12 | 550'000 | 550'000 | 550'000 | 550'000 | 567'602 | 573'102 | 93.06% | 93.06% |
13.12.2018 | 0.78% | 1.23 | 1.24 | 560'000 | 560'000 | 560'000 | 560'000 | 711'982 | 717'582 | 99.66% | 99.66% |
12.12.2018 | 0.82% | 1.32 | 1.33 | 600'000 | 600'000 | 600'000 | 600'000 | 726'369 | 732'369 | 96.46% | 96.46% |
11.12.2018 | 0.96% | 1.05 | 1.06 | 750'000 | 750'000 | 750'000 | 750'000 | 782'978 | 790'478 | 83.53% | 83.53% |