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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.12.2018 | 57.49% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'754 | 22'754 | 78.20% | 100.00% |
18.12.2018 | 61.75% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'476 | 21'476 | 47.46% | 98.52% |
17.12.2018 | 38.70% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'170 | 31'170 | 100.00% | 100.00% |
14.12.2018 | 18.46% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 49'571 | 59'571 | 99.77% | 99.77% |
13.12.2018 | 21.34% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 42'345 | 52'345 | 98.53% | 98.53% |
12.12.2018 | 11.11% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 88'940 | 98'940 | 99.76% | 99.76% |
11.12.2018 | 11.43% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 82'951 | 92'951 | 99.48% | 99.48% |
10.12.2018 | 12.92% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 74'285 | 84'285 | 99.86% | 99.86% |