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 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 0.07% | 31.67% |
19.12.2018 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 87.88% |
18.12.2018 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 85.21% |
17.12.2018 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 81.02% |
14.12.2018 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 11.59% | 90.27% |
13.12.2018 | 66.67% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 4.19% | 91.09% |
12.12.2018 | 65.49% | 0.01 | 0.02 | 300'000 | 300'000 | 300'004 | 300'000 | 3'132 | 6'132 | 91.36% | 91.36% |
11.12.2018 | 40.11% | 0.02 | 0.03 | 500'000 | 300'000 | 446'164 | 300'000 | 8'915 | 8'996 | 84.75% | 84.75% |
10.12.2018 | 29.14% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 299'999 | 14'836 | 11'909 | 88.30% | 88.30% |