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 | 7.49% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 138'618 | 148'618 | 84.13% | 84.13% |
19.12.2018 | 4.90% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 203'567 | 213'567 | 99.99% | 99.99% |
18.12.2018 | 4.86% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 202'921 | 212'921 | 98.51% | 98.51% |
17.12.2018 | 18.03% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 57'926 | 67'926 | 99.97% | 99.97% |
14.12.2018 | 17.40% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'778 | 62'778 | 99.76% | 99.76% |
13.12.2018 | 17.72% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'038 | 62'038 | 98.42% | 98.42% |
12.12.2018 | 13.53% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 69'884 | 79'884 | 99.73% | 99.73% |
11.12.2018 | 12.55% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 75'296 | 85'296 | 99.48% | 99.48% |
10.12.2018 | 18.24% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 51'533 | 61'533 | 99.85% | 99.85% |