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 | 9.23% | 0.23 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 64'290 | 70'506 | 100.00% | 100.00% |
20.12.2018 | 7.97% | 0.29 | 0.31 | 300'000 | 300'000 | 300'000 | 300'000 | 77'415 | 83'722 | 90.67% | 90.67% |
19.12.2018 | 7.49% | 0.26 | 0.28 | 300'000 | 300'000 | 300'000 | 300'000 | 81'680 | 88'025 | 96.51% | 96.51% |
18.12.2018 | 5.78% | 0.34 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 106'844 | 113'197 | 97.34% | 97.34% |
17.12.2018 | 5.68% | 0.38 | 0.40 | 300'000 | 300'000 | 299'436 | 300'000 | 108'807 | 115'367 | 92.51% | 96.91% |
14.12.2018 | 5.22% | 0.41 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 117'387 | 123'667 | 81.86% | 81.86% |
13.12.2018 | 4.24% | 0.49 | 0.51 | 300'000 | 300'000 | 300'000 | 300'000 | 145'605 | 151'910 | 98.26% | 98.26% |
12.12.2018 | 4.33% | 0.52 | 0.54 | 300'000 | 300'000 | 300'000 | 300'000 | 141'686 | 147'924 | 99.57% | 99.57% |
11.12.2018 | 4.90% | 0.42 | 0.44 | 300'000 | 300'000 | 300'000 | 300'000 | 125'073 | 131'344 | 99.71% | 99.71% |