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 | 3.91% | 0.51 | 0.53 | 310'000 | 310'000 | 310'000 | 310'000 | 155'773 | 161'973 | 100.00% | 100.00% |
20.12.2018 | 3.90% | 0.54 | 0.56 | 310'000 | 310'000 | 310'000 | 310'000 | 155'969 | 162'169 | 98.79% | 98.79% |
19.12.2018 | 3.71% | 0.52 | 0.54 | 310'000 | 310'000 | 310'000 | 310'000 | 164'209 | 170'409 | 100.00% | 100.00% |
18.12.2018 | 3.78% | 0.54 | 0.56 | 310'000 | 310'000 | 310'000 | 310'000 | 160'930 | 167'130 | 98.79% | 98.79% |
17.12.2018 | 3.61% | 0.54 | 0.56 | 310'000 | 310'000 | 310'000 | 310'000 | 168'994 | 175'194 | 100.00% | 100.00% |
14.12.2018 | 3.44% | 0.57 | 0.59 | 310'000 | 310'000 | 310'000 | 310'000 | 177'350 | 183'550 | 100.00% | 100.00% |
13.12.2018 | 3.73% | 0.54 | 0.56 | 310'000 | 310'000 | 310'000 | 310'000 | 163'351 | 169'551 | 100.00% | 100.00% |
12.12.2018 | 2.67% | 0.52 | 0.54 | 310'000 | 310'000 | 310'000 | 310'000 | 165'929 | 170'425 | 100.00% | 100.00% |
11.12.2018 | 2.06% | 0.52 | 0.53 | 310'000 | 310'000 | 310'000 | 310'000 | 149'136 | 152'236 | 100.00% | 100.00% |