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 | - | - | 0.03 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.12.2018 | 28.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 5'000 | 100.00% | 100.00% |
19.12.2018 | 28.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 5'000 | 100.00% | 100.00% |
18.12.2018 | 28.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 5'000 | 99.28% | 99.28% |
17.12.2018 | 21.69% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'662 | 6'415 | 99.94% | 100.00% |
14.12.2018 | 15.48% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'823 | 8'706 | 99.91% | 99.91% |
13.12.2018 | 11.16% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 271'605 | 42'523 | 13'049 | 99.80% | 99.80% |
12.12.2018 | 10.61% | 0.06 | 0.07 | 1'000'000 | 500'000 | 996'086 | 308'495 | 44'894 | 15'882 | 99.86% | 99.86% |
11.12.2018 | 11.67% | 0.05 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'773 | 11'443 | 99.70% | 99.70% |