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 | 65.18% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'780 | 1'000'000 | 10'445 | 20'447 | 17.38% | 84.36% |
19.12.2018 | 38.01% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'631 | 31'631 | 99.98% | 99.98% |
18.12.2018 | 31.98% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'261 | 37'261 | 98.50% | 98.50% |
17.12.2018 | 22.76% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 39'677 | 49'677 | 99.95% | 99.95% |
14.12.2018 | 15.02% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'904 | 71'904 | 99.75% | 99.75% |
13.12.2018 | 14.57% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 64'253 | 74'253 | 98.53% | 98.53% |
12.12.2018 | 8.34% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 999'961 | 119'214 | 129'209 | 99.75% | 99.75% |
11.12.2018 | 6.63% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 146'512 | 156'512 | 99.48% | 99.48% |
10.12.2018 | 7.96% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 124'281 | 134'281 | 99.84% | 99.84% |