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 | 2.81% | 2.09 | 2.15 | 260'000 | 260'000 | 260'000 | 260'000 | 546'628 | 562'228 | 100.00% | 100.00% |
20.12.2018 | 3.46% | 1.85 | 1.91 | 260'000 | 260'000 | 260'000 | 260'000 | 443'315 | 458'915 | 87.37% | 87.37% |
19.12.2018 | 4.83% | 1.14 | 1.20 | 260'000 | 260'000 | 260'000 | 260'000 | 315'510 | 331'110 | 93.69% | 93.69% |
18.12.2018 | 4.81% | 1.21 | 1.27 | 260'000 | 260'000 | 259'970 | 260'000 | 316'818 | 332'456 | 93.45% | 93.45% |
17.12.2018 | 1.66% | 0.95 | 1.01 | 280'000 | 280'000 | 279'958 | 280'000 | 271'842 | 276'677 | 89.35% | 89.35% |
14.12.2018 | 1.41% | 0.77 | 0.78 | 340'000 | 340'000 | 339'993 | 340'000 | 240'211 | 243'616 | 93.53% | 93.53% |
13.12.2018 | 1.81% | 0.54 | 0.55 | 360'000 | 360'000 | 359'998 | 359'999 | 198'293 | 201'894 | 94.29% | 94.29% |
12.12.2018 | 1.82% | 0.46 | 0.47 | 340'000 | 340'000 | 339'998 | 339'992 | 185'757 | 189'155 | 92.89% | 92.89% |
11.12.2018 | 1.75% | 0.63 | 0.64 | 360'000 | 360'000 | 360'000 | 360'000 | 207'673 | 211'273 | 91.49% | 91.49% |