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 | 2.70% | 0.36 | 0.37 | 450'000 | 150'000 | 450'000 | 150'000 | 164'429 | 56'310 | 100.00% | 100.00% |
20.12.2018 | 2.98% | 0.35 | 0.36 | 450'000 | 150'000 | 450'000 | 150'000 | 148'648 | 51'049 | 99.99% | 99.99% |
19.12.2018 | 3.19% | 0.31 | 0.32 | 450'000 | 150'000 | 449'138 | 150'000 | 138'556 | 47'775 | 99.18% | 99.51% |
18.12.2018 | 3.64% | 0.31 | 0.32 | 450'000 | 150'000 | 450'000 | 150'000 | 121'687 | 42'062 | 99.64% | 99.64% |
17.12.2018 | 4.11% | 0.27 | 0.28 | 450'000 | 150'000 | 450'000 | 150'000 | 107'917 | 37'472 | 100.00% | 100.00% |
14.12.2018 | 4.41% | 0.23 | 0.24 | 450'000 | 150'000 | 449'812 | 150'009 | 100'107 | 34'885 | 99.86% | 99.98% |
13.12.2018 | 5.52% | 0.17 | 0.18 | 450'000 | 150'000 | 450'000 | 150'000 | 79'635 | 28'045 | 98.87% | 98.87% |
12.12.2018 | 5.52% | 0.17 | 0.18 | 450'000 | 150'000 | 450'000 | 150'000 | 79'454 | 27'985 | 98.63% | 98.63% |
11.12.2018 | 4.74% | 0.20 | 0.21 | 450'000 | 150'000 | 450'000 | 150'000 | 93'015 | 32'505 | 99.98% | 99.98% |