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 | - | 0.26 | - | 225'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
20.12.2018 | 10.92% | 0.16 | 0.18 | 450'000 | 150'000 | 381'233 | 145'327 | 66'537 | 29'326 | 98.69% | 99.35% |
19.12.2018 | 22.93% | 0.05 | 0.08 | 100'000 | 50'000 | 162'114 | 146'594 | 13'014 | 13'956 | 95.29% | 95.63% |
18.12.2018 | 9.75% | 0.10 | 0.11 | 200'000 | 200'000 | 199'575 | 199'607 | 19'772 | 21'770 | 99.78% | 100.00% |
17.12.2018 | 26.19% | 0.04 | 0.05 | 200'000 | 200'000 | 387'105 | 387'165 | 12'509 | 16'385 | 94.12% | 94.45% |
14.12.2018 | 21.84% | 0.04 | 0.05 | 500'000 | 500'000 | 615'758 | 482'224 | 26'224 | 24'634 | 99.05% | 99.17% |
13.12.2018 | 83.44% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'202 | 109'756 | 95.68% | 95.68% |
12.12.2018 | 19.93% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 498'499 | 46'315 | 28'053 | 98.38% | 98.38% |
11.12.2018 | 14.36% | 0.07 | 0.08 | 1'000'000 | 400'000 | 981'481 | 432'315 | 65'766 | 32'441 | 99.99% | 99.99% |