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 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 54.43% | 85.92% |
20.12.2018 | 60.77% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'104 | 23'426 | 96.46% | 96.46% |
19.12.2018 | 44.01% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 18'219 | 28'219 | 98.95% | 98.95% |
18.12.2018 | 34.76% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'497 | 34'497 | 98.77% | 98.77% |
17.12.2018 | 28.28% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'558 | 42'558 | 98.81% | 98.81% |
14.12.2018 | 21.15% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'701 | 55'701 | 95.61% | 95.61% |
13.12.2018 | 26.10% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'865 | 43'865 | 99.64% | 99.64% |
12.12.2018 | 15.98% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 999'983 | 1'000'000 | 58'744 | 68'745 | 98.17% | 98.17% |
11.12.2018 | 10.00% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 101'399 | 111'399 | 83.87% | 83.87% |