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 | 0.46% | 2.20 | 2.21 | 500'000 | 500'000 | 500'000 | 500'000 | 1'086'510 | 1'091'510 | 83.74% | 83.74% |
20.12.2018 | 0.42% | 2.35 | 2.36 | 510'000 | 510'000 | 510'000 | 510'000 | 1'220'440 | 1'225'540 | 95.43% | 95.43% |
19.12.2018 | 0.37% | 2.66 | 2.67 | 510'000 | 510'000 | 510'000 | 510'000 | 1'392'660 | 1'397'760 | 98.86% | 98.86% |
18.12.2018 | 0.37% | 2.64 | 2.65 | 510'000 | 510'000 | 510'000 | 510'000 | 1'393'490 | 1'398'590 | 98.72% | 98.72% |
17.12.2018 | 0.36% | 2.72 | 2.73 | 510'000 | 510'000 | 510'000 | 510'000 | 1'403'040 | 1'408'140 | 98.73% | 98.73% |
14.12.2018 | 0.36% | 2.89 | 2.90 | 510'000 | 510'000 | 308'211 | 308'211 | 868'530 | 871'612 | 95.64% | 95.64% |
13.12.2018 | 0.33% | 3.01 | 3.02 | 255'000 | 255'000 | 255'000 | 255'000 | 777'548 | 780'098 | 99.67% | 99.67% |
12.12.2018 | 0.34% | 3.09 | 3.10 | 255'000 | 255'000 | 255'000 | 255'000 | 756'751 | 759'301 | 96.24% | 96.24% |
11.12.2018 | 0.36% | 2.77 | 2.78 | 265'000 | 265'000 | 265'000 | 265'000 | 729'149 | 731'799 | 83.58% | 83.58% |