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 | 2.14% | 2.75 | 2.81 | 260'000 | 260'000 | 260'000 | 260'000 | 721'820 | 737'420 | 100.00% | 100.00% |
20.12.2018 | 2.39% | 2.58 | 2.64 | 260'000 | 260'000 | 260'000 | 260'000 | 646'565 | 662'165 | 94.77% | 94.77% |
19.12.2018 | 3.05% | 1.84 | 1.90 | 260'000 | 260'000 | 260'000 | 260'000 | 504'564 | 520'164 | 96.35% | 96.35% |
18.12.2018 | 3.16% | 1.90 | 1.96 | 260'000 | 260'000 | 260'000 | 260'000 | 485'780 | 501'380 | 98.12% | 98.12% |
17.12.2018 | 1.20% | 1.52 | 1.58 | 260'000 | 260'000 | 260'000 | 260'000 | 404'616 | 409'720 | 96.61% | 96.61% |
14.12.2018 | 0.77% | 1.29 | 1.30 | 270'000 | 270'000 | 270'000 | 270'000 | 350'231 | 352'931 | 97.70% | 97.70% |
13.12.2018 | 1.01% | 1.03 | 1.04 | 280'000 | 280'000 | 280'000 | 280'000 | 275'476 | 278'276 | 97.59% | 97.59% |
12.12.2018 | 1.07% | 0.81 | 0.82 | 280'000 | 280'000 | 280'000 | 280'000 | 260'146 | 262'946 | 97.05% | 97.05% |
11.12.2018 | 1.00% | 1.02 | 1.03 | 290'000 | 290'000 | 290'000 | 290'000 | 291'939 | 294'839 | 97.47% | 97.47% |