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 | 1.37% | 0.73 | 0.74 | 1'000'000 | 1'000'000 | 999'964 | 1'000'000 | 729'519 | 739'548 | 99.96% | 99.96% |
19.12.2018 | 1.91% | 0.55 | 0.56 | 1'000'000 | 1'000'000 | 999'966 | 1'000'000 | 520'749 | 530'767 | 100.00% | 100.00% |
18.12.2018 | 2.21% | 0.51 | 0.52 | 1'000'000 | 1'000'000 | 999'970 | 1'000'000 | 450'484 | 460'498 | 99.33% | 99.33% |
17.12.2018 | 2.82% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 999'981 | 1'000'000 | 356'545 | 366'552 | 99.99% | 99.99% |
14.12.2018 | 3.50% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 999'869 | 999'954 | 285'348 | 295'371 | 99.93% | 99.93% |
13.12.2018 | 6.32% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 999'969 | 999'928 | 153'845 | 163'839 | 99.73% | 99.73% |
12.12.2018 | 4.61% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 999'978 | 999'915 | 216'631 | 226'618 | 99.90% | 99.90% |
11.12.2018 | 2.99% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 1'000'000 | 999'978 | 337'619 | 347'613 | 99.63% | 99.63% |
10.12.2018 | 2.46% | 0.55 | 0.56 | 1'000'000 | 1'000'000 | 999'922 | 999'956 | 405'633 | 415'645 | 98.97% | 98.97% |