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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.12.2018 | 0.65% | 1.53 | 1.54 | 750'000 | 250'000 | 750'000 | 250'000 | 1'146'930 | 384'810 | 99.99% | 99.99% |
19.12.2018 | 0.76% | 1.34 | 1.35 | 900'000 | 300'000 | 900'000 | 300'000 | 1'183'040 | 397'347 | 100.00% | 100.00% |
18.12.2018 | 0.81% | 1.30 | 1.31 | 900'000 | 300'000 | 900'000 | 300'000 | 1'113'710 | 374'235 | 100.00% | 100.00% |
17.12.2018 | 0.89% | 1.14 | 1.15 | 900'000 | 300'000 | 899'995 | 300'000 | 1'006'360 | 338'454 | 99.99% | 99.99% |
14.12.2018 | 1.01% | 0.94 | 0.95 | 900'000 | 300'000 | 899'981 | 299'994 | 890'039 | 299'680 | 100.00% | 100.00% |
13.12.2018 | 1.37% | 0.75 | 0.76 | 900'000 | 300'000 | 900'000 | 299'995 | 650'523 | 219'837 | 99.95% | 99.95% |
12.12.2018 | 1.22% | 0.69 | 0.70 | 900'000 | 300'000 | 900'000 | 300'000 | 737'599 | 248'866 | 99.97% | 99.97% |
11.12.2018 | 0.98% | 0.98 | 0.99 | 900'000 | 300'000 | 900'000 | 299'990 | 920'585 | 309'852 | 99.63% | 99.63% |