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 | - | - |
27.01.2020 | - | 12.70 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.99% |
24.01.2020 | - | 13.09 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.79% |
23.01.2020 | - | 12.98 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.14% |
22.01.2020 | - | 13.15 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
21.01.2020 | - | 13.09 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.68% |
20.01.2020 | - | 13.05 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.22% |
17.01.2020 | 0.08% | 13.01 | 13.02 | 250'000 | 250'000 | 250'000 | 250'000 | 3'243'040 | 3'245'540 | 99.89% | 99.89% |
16.01.2020 | 0.08% | 12.72 | 12.73 | 250'000 | 250'000 | 250'000 | 250'000 | 3'172'590 | 3'175'090 | 99.92% | 99.92% |
15.01.2020 | 0.08% | 12.70 | 12.71 | 250'000 | 250'000 | 250'000 | 250'000 | 3'171'630 | 3'174'130 | 100.00% | 100.00% |