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 | 3.64% | 0.53 | 0.55 | 300'000 | 100'000 | 300'000 | 100'000 | 161'774 | 55'925 | 100.00% | 100.00% |
20.12.2018 | 3.47% | 0.57 | 0.59 | 300'000 | 100'000 | 300'000 | 100'000 | 169'781 | 58'594 | 100.00% | 100.00% |
19.12.2018 | 3.33% | 0.59 | 0.61 | 300'000 | 100'000 | 300'000 | 100'000 | 177'041 | 61'014 | 100.00% | 100.00% |
18.12.2018 | 3.31% | 0.60 | 0.62 | 300'000 | 100'000 | 300'000 | 100'000 | 178'380 | 61'460 | 100.00% | 100.00% |
17.12.2018 | 3.17% | 0.62 | 0.64 | 300'000 | 100'000 | 300'000 | 100'000 | 186'596 | 64'199 | 100.00% | 100.00% |
14.12.2018 | 3.19% | 0.61 | 0.63 | 300'000 | 100'000 | 300'000 | 100'000 | 185'039 | 63'680 | 100.00% | 100.00% |
13.12.2018 | 3.07% | 0.64 | 0.66 | 300'000 | 100'000 | 300'000 | 100'000 | 192'186 | 66'062 | 98.89% | 98.89% |
12.12.2018 | 2.92% | 0.66 | 0.68 | 300'000 | 100'000 | 300'000 | 100'000 | 202'599 | 69'533 | 98.63% | 98.63% |
11.12.2018 | 2.98% | 0.66 | 0.68 | 300'000 | 100'000 | 300'000 | 100'000 | 198'347 | 68'116 | 99.97% | 99.97% |