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 | 2.29% | 0.45 | 0.46 | 400'000 | 400'000 | 400'000 | 400'000 | 172'637 | 176'637 | 99.51% | 99.51% |
20.12.2018 | 2.14% | 0.46 | 0.47 | 410'000 | 410'000 | 410'000 | 410'000 | 189'753 | 193'853 | 100.00% | 100.00% |
19.12.2018 | 2.00% | 0.50 | 0.51 | 410'000 | 410'000 | 410'000 | 410'000 | 203'144 | 207'244 | 100.00% | 100.00% |
18.12.2018 | 1.89% | 0.51 | 0.52 | 410'000 | 410'000 | 410'000 | 410'000 | 215'356 | 219'456 | 99.49% | 99.49% |
17.12.2018 | 1.72% | 0.57 | 0.58 | 410'000 | 410'000 | 410'000 | 410'000 | 236'025 | 240'125 | 98.71% | 98.71% |
14.12.2018 | 1.66% | 0.59 | 0.60 | 410'000 | 410'000 | 410'000 | 410'000 | 244'690 | 248'790 | 97.74% | 97.74% |
13.12.2018 | 1.48% | 0.65 | 0.66 | 410'000 | 410'000 | 410'000 | 410'000 | 275'585 | 279'685 | 97.71% | 97.71% |
12.12.2018 | 1.48% | 0.67 | 0.68 | 410'000 | 410'000 | 410'000 | 410'000 | 275'091 | 279'191 | 97.77% | 97.77% |
11.12.2018 | 1.63% | 0.63 | 0.64 | 410'000 | 410'000 | 410'000 | 410'000 | 250'281 | 254'381 | 88.93% | 88.93% |