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 | - | 0.01 | 0.02 | 20'000 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.12.2018 | 99.95% | 0.01 | 0.02 | 80'000 | 80'000 | 80'000 | 80'000 | 578 | 1'640 | 99.82% | 99.82% |
19.12.2018 | 23.75% | 0.05 | 0.07 | 80'000 | 80'000 | 80'000 | 80'000 | 4'078 | 5'168 | 99.70% | 99.70% |
18.12.2018 | 18.01% | 0.06 | 0.07 | 80'000 | 80'000 | 80'000 | 80'000 | 4'160 | 4'971 | 99.24% | 99.27% |
17.12.2018 | 11.63% | 0.14 | 0.16 | 50'000 | 50'000 | 50'000 | 50'000 | 10'551 | 11'834 | 99.76% | 99.76% |
14.12.2018 | 6.80% | 0.41 | 0.44 | 50'000 | 50'000 | 50'000 | 50'000 | 21'441 | 22'941 | 99.14% | 99.34% |
13.12.2018 | 6.21% | 0.47 | 0.50 | 50'000 | 50'000 | 50'000 | 50'000 | 23'467 | 24'967 | 99.46% | 99.46% |
12.12.2018 | 8.44% | 0.49 | 0.52 | 70'000 | 70'000 | 70'000 | 70'000 | 24'650 | 26'750 | 98.59% | 98.59% |
11.12.2018 | 10.33% | 0.24 | 0.26 | 80'000 | 80'000 | 80'000 | 80'000 | 15'245 | 16'879 | 99.63% | 99.63% |