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 | 16.02% | 0.15 | 0.18 | 340'000 | 50'000 | 205'482 | 50'000 | 30'192 | 8'791 | 97.84% | 97.84% |
20.12.2018 | 12.52% | 0.18 | 0.21 | 150'000 | 50'000 | 150'000 | 50'000 | 29'339 | 11'073 | 100.00% | 100.00% |
19.12.2018 | 8.99% | 0.27 | 0.30 | 150'000 | 50'000 | 150'000 | 50'000 | 40'784 | 14'874 | 99.04% | 99.04% |
18.12.2018 | 8.65% | 0.23 | 0.25 | 150'000 | 50'000 | 150'000 | 50'000 | 34'494 | 12'548 | 100.00% | 100.00% |
17.12.2018 | 7.21% | 0.26 | 0.27 | 150'000 | 50'000 | 150'000 | 50'000 | 39'293 | 14'086 | 100.00% | 100.00% |
14.12.2018 | 6.82% | 0.37 | 0.40 | 140'000 | 50'000 | 145'747 | 50'000 | 51'674 | 19'004 | 100.00% | 100.00% |
13.12.2018 | 6.13% | 0.43 | 0.46 | 120'000 | 50'000 | 124'760 | 50'000 | 52'432 | 22'394 | 99.91% | 99.91% |
12.12.2018 | 5.49% | 0.39 | 0.41 | 130'000 | 50'000 | 148'874 | 50'000 | 46'798 | 16'636 | 100.00% | 100.00% |
11.12.2018 | 6.80% | 0.26 | 0.27 | 150'000 | 50'000 | 150'000 | 50'000 | 34'085 | 12'159 | 100.00% | 100.00% |