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 | 0.30% | 3.28 | 3.29 | 500'000 | 500'000 | 500'000 | 500'000 | 1'652'940 | 1'657'940 | 83.59% | 83.59% |
20.12.2018 | 0.32% | 3.15 | 3.16 | 510'000 | 510'000 | 510'000 | 510'000 | 1'579'660 | 1'584'760 | 95.18% | 95.18% |
19.12.2018 | 0.36% | 2.83 | 2.84 | 510'000 | 510'000 | 510'000 | 510'000 | 1'405'310 | 1'410'410 | 98.84% | 98.84% |
18.12.2018 | 0.36% | 2.83 | 2.84 | 510'000 | 510'000 | 510'000 | 510'000 | 1'395'410 | 1'400'510 | 98.65% | 98.65% |
17.12.2018 | 0.37% | 2.74 | 2.75 | 510'000 | 510'000 | 510'000 | 510'000 | 1'383'600 | 1'388'700 | 99.16% | 99.16% |
14.12.2018 | 0.38% | 2.57 | 2.58 | 510'000 | 510'000 | 510'000 | 510'000 | 1'357'170 | 1'362'270 | 95.52% | 95.52% |
13.12.2018 | 0.41% | 2.46 | 2.47 | 510'000 | 510'000 | 510'000 | 510'000 | 1'235'190 | 1'240'290 | 99.24% | 99.24% |
12.12.2018 | 0.40% | 2.38 | 2.39 | 510'000 | 510'000 | 510'000 | 510'000 | 1'276'150 | 1'281'250 | 97.13% | 97.13% |
11.12.2018 | 0.37% | 2.69 | 2.70 | 510'000 | 510'000 | 510'000 | 510'000 | 1'382'360 | 1'387'460 | 83.59% | 83.59% |