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 | 1.25% | 1.59 | 1.61 | 500'000 | 50'000 | 500'000 | 50'000 | 795'155 | 80'516 | 100.00% | 100.00% |
20.12.2018 | 1.26% | 1.58 | 1.60 | 500'000 | 50'000 | 500'000 | 50'000 | 789'966 | 79'997 | 100.00% | 100.00% |
19.12.2018 | 1.27% | 1.56 | 1.58 | 500'000 | 50'000 | 500'000 | 50'000 | 779'724 | 78'972 | 100.00% | 100.00% |
18.12.2018 | 1.28% | 1.56 | 1.58 | 500'000 | 50'000 | 500'000 | 50'000 | 775'316 | 78'532 | 100.00% | 100.00% |
17.12.2018 | 1.31% | 1.53 | 1.55 | 500'000 | 50'000 | 500'000 | 50'000 | 758'722 | 76'872 | 100.00% | 100.00% |
14.12.2018 | 1.33% | 1.49 | 1.51 | 500'000 | 50'000 | 500'000 | 50'000 | 747'964 | 75'796 | 99.10% | 99.10% |
13.12.2018 | 1.33% | 1.48 | 1.50 | 500'000 | 50'000 | 500'000 | 50'000 | 746'211 | 75'621 | 99.82% | 99.82% |
12.12.2018 | 1.35% | 1.49 | 1.51 | 500'000 | 50'000 | 500'000 | 50'000 | 735'704 | 74'571 | 99.98% | 99.98% |
11.12.2018 | 1.36% | 1.46 | 1.48 | 500'000 | 50'000 | 500'000 | 50'000 | 730'419 | 74'042 | 99.85% | 99.85% |