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 | - | - |
20.12.2018 | - | - | 0.01 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.12.2018 | - | - | 0.01 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.12.2018 | 29.58% | 0.02 | 0.02 | 1'000'000 | 1'000'000 | 999'373 | 1'000'000 | 15'544 | 20'823 | 79.89% | 99.58% |
17.12.2018 | 13.71% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 999'829 | 999'181 | 36'933 | 41'952 | 99.83% | 99.83% |
14.12.2018 | 8.01% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 999'369 | 999'585 | 99'980 | 108'426 | 99.10% | 99.10% |
13.12.2018 | 4.35% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'109 | 999'978 | 225'181 | 235'390 | 99.68% | 99.68% |
12.12.2018 | 5.07% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 999'590 | 999'978 | 199'018 | 209'093 | 99.86% | 99.86% |
11.12.2018 | 6.98% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'584 | 998'647 | 120'051 | 128'664 | 99.45% | 99.45% |
10.12.2018 | 7.55% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 999'766 | 999'347 | 130'155 | 140'101 | 99.93% | 99.93% |