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 | 3.32% | 1.75 | 1.81 | 260'000 | 260'000 | 260'000 | 260'000 | 461'695 | 477'295 | 97.60% | 97.60% |
20.12.2018 | 3.97% | 1.57 | 1.63 | 260'000 | 260'000 | 260'000 | 260'000 | 385'797 | 401'397 | 88.81% | 88.81% |
19.12.2018 | 6.10% | 0.85 | 0.91 | 270'000 | 270'000 | 270'000 | 270'000 | 258'064 | 274'264 | 89.34% | 89.34% |
18.12.2018 | 6.54% | 0.92 | 0.98 | 280'000 | 280'000 | 280'000 | 280'000 | 248'986 | 265'786 | 90.14% | 90.14% |
17.12.2018 | 2.53% | 0.60 | 0.66 | 340'000 | 340'000 | 340'000 | 340'000 | 211'642 | 217'431 | 90.73% | 90.73% |
14.12.2018 | 2.24% | 0.43 | 0.44 | 480'000 | 480'000 | 480'000 | 480'000 | 213'346 | 218'146 | 93.94% | 93.94% |
13.12.2018 | 3.24% | 0.31 | 0.32 | 500'000 | 500'000 | 499'988 | 499'999 | 152'529 | 157'533 | 94.81% | 94.81% |
12.12.2018 | 3.39% | 0.23 | 0.24 | 470'000 | 470'000 | 470'000 | 470'000 | 137'846 | 142'546 | 93.94% | 93.94% |
11.12.2018 | 2.81% | 0.37 | 0.38 | 490'000 | 490'000 | 490'000 | 490'000 | 177'735 | 182'635 | 93.09% | 93.09% |