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 | 166.67% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 11'000 | 90.11% | 90.59% |
20.12.2018 | 66.67% | 0.01 | 0.02 | 1'000'000 | 750'000 | 1'000'000 | 860'759 | 10'000 | 17'215 | 72.44% | 100.00% |
19.12.2018 | 39.52% | 0.02 | 0.03 | 1'000'000 | 400'000 | 901'012 | 350'230 | 19'755 | 10'862 | 99.95% | 99.95% |
18.12.2018 | 29.51% | 0.04 | 0.05 | 600'000 | 200'000 | 840'050 | 280'588 | 24'605 | 11'019 | 100.00% | 100.00% |
17.12.2018 | 32.88% | 0.02 | 0.03 | 1'000'000 | 400'000 | 910'178 | 316'527 | 23'794 | 11'389 | 99.91% | 99.91% |
14.12.2018 | 15.63% | 0.08 | 0.09 | 450'000 | 150'000 | 599'487 | 199'829 | 35'829 | 13'941 | 99.21% | 99.21% |
13.12.2018 | 11.60% | 0.08 | 0.09 | 450'000 | 150'000 | 469'838 | 156'613 | 39'980 | 14'971 | 99.90% | 99.90% |
12.12.2018 | 15.73% | 0.08 | 0.09 | 600'000 | 200'000 | 660'531 | 220'177 | 39'017 | 15'208 | 98.70% | 98.70% |
11.12.2018 | 11.52% | 0.07 | 0.08 | 600'000 | 200'000 | 483'188 | 161'063 | 50'485 | 18'906 | 99.83% | 99.83% |