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 | 2.10% | 1.35 | 1.38 | 100'000 | 100'000 | 100'000 | 100'000 | 141'557 | 144'557 | 100.00% | 100.00% |
24.01.2020 | 1.74% | 1.73 | 1.76 | 100'000 | 100'000 | 100'000 | 100'000 | 170'977 | 173'977 | 100.00% | 100.00% |
23.01.2020 | 1.88% | 1.53 | 1.56 | 100'000 | 100'000 | 100'000 | 100'000 | 157'930 | 160'930 | 100.00% | 100.00% |
22.01.2020 | 1.75% | 1.64 | 1.67 | 100'000 | 100'000 | 100'000 | 100'000 | 170'106 | 173'106 | 100.00% | 100.00% |
21.01.2020 | 1.79% | 1.66 | 1.69 | 100'000 | 100'000 | 101'798 | 100'000 | 167'165 | 167'109 | 100.00% | 100.00% |
20.01.2020 | 1.76% | 1.68 | 1.71 | 100'000 | 100'000 | 98'061 | 100'000 | 163'864 | 170'108 | 100.00% | 100.00% |
17.01.2020 | 1.76% | 1.68 | 1.71 | 100'000 | 50'000 | 99'601 | 53'451 | 166'883 | 91'220 | 93.30% | 93.30% |
16.01.2020 | 1.87% | 1.59 | 1.62 | 100'000 | 100'000 | 100'000 | 100'000 | 158'599 | 161'599 | 96.80% | 96.80% |
15.01.2020 | 1.86% | 1.58 | 1.61 | 100'000 | 100'000 | 100'000 | 100'000 | 159'499 | 162'499 | 100.00% | 100.00% |