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 | 5.81% | 0.32 | 0.34 | 225'000 | 75'000 | 225'000 | 75'000 | 75'274 | 26'591 | 100.00% | 100.00% |
20.12.2018 | 3.42% | 0.32 | 0.33 | 225'000 | 75'000 | 225'000 | 75'000 | 64'784 | 22'345 | 100.00% | 100.00% |
19.12.2018 | 4.68% | 0.23 | 0.24 | 225'000 | 75'000 | 225'000 | 75'000 | 47'099 | 16'450 | 100.00% | 100.00% |
18.12.2018 | 5.25% | 0.19 | 0.20 | 225'000 | 75'000 | 225'000 | 75'000 | 42'378 | 14'876 | 93.79% | 93.79% |
17.12.2018 | 7.81% | 0.22 | 0.23 | 225'000 | 75'000 | 226'763 | 75'588 | 30'801 | 11'023 | 100.00% | 100.00% |
14.12.2018 | 12.88% | 0.08 | 0.09 | 300'000 | 100'000 | 333'214 | 111'071 | 24'146 | 9'159 | 99.95% | 99.95% |
13.12.2018 | 18.56% | 0.05 | 0.06 | 450'000 | 150'000 | 450'191 | 150'064 | 22'092 | 8'865 | 99.70% | 99.70% |
12.12.2018 | 17.21% | 0.05 | 0.06 | 450'000 | 150'000 | 450'000 | 150'000 | 24'064 | 9'521 | 100.00% | 100.00% |
11.12.2018 | 17.17% | 0.06 | 0.07 | 450'000 | 150'000 | 450'000 | 150'000 | 24'486 | 9'662 | 99.91% | 99.91% |