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 | - | 0.02 | - | 300'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.83% |
20.12.2018 | 19.82% | 0.05 | 0.06 | 450'000 | 150'000 | 439'266 | 146'429 | 20'148 | 8'180 | 99.56% | 99.56% |
19.12.2018 | 33.34% | 0.03 | 0.04 | 600'000 | 200'000 | 674'318 | 224'773 | 17'216 | 7'986 | 99.53% | 99.53% |
18.12.2018 | 21.92% | 0.04 | 0.05 | 600'000 | 200'000 | 576'238 | 192'079 | 24'284 | 10'016 | 99.50% | 99.50% |
17.12.2018 | 22.23% | 0.05 | 0.06 | 600'000 | 200'000 | 656'235 | 222'036 | 27'004 | 11'288 | 98.90% | 98.90% |
14.12.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 988'742 | 10'000 | 19'775 | 98.70% | 98.78% |
13.12.2018 | 66.67% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 24.41% | 99.41% |
12.12.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 979'480 | 10'000 | 19'590 | 98.24% | 98.24% |
11.12.2018 | 57.97% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 630'028 | 13'303 | 14'062 | 99.32% | 99.32% |