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 | - | - |
17.01.2020 | 6.20% | 0.17 | 0.19 | 300'000 | 100'000 | 263'738 | 100'000 | 50'727 | 20'568 | 100.00% | 100.00% |
16.01.2020 | 4.28% | 0.24 | 0.25 | 210'000 | 100'000 | 208'133 | 100'000 | 50'338 | 25'270 | 100.00% | 100.00% |
15.01.2020 | 4.63% | 0.24 | 0.25 | 210'000 | 100'000 | 205'493 | 100'000 | 50'318 | 25'667 | 99.96% | 99.96% |
14.01.2020 | 4.12% | 0.25 | 0.26 | 200'000 | 100'000 | 189'031 | 100'000 | 50'974 | 28'213 | 100.00% | 100.00% |
13.01.2020 | 3.51% | 0.30 | 0.31 | 170'000 | 100'000 | 178'171 | 100'000 | 51'543 | 30'016 | 100.00% | 100.00% |
10.01.2020 | 3.52% | 0.31 | 0.32 | 170'000 | 100'000 | 170'754 | 100'000 | 51'774 | 31'451 | 100.00% | 100.00% |
09.01.2020 | 3.14% | 0.32 | 0.33 | 160'000 | 100'000 | 162'697 | 100'000 | 51'894 | 32'991 | 100.00% | 100.00% |
08.01.2020 | 3.81% | 0.29 | 0.30 | 180'000 | 100'000 | 175'520 | 100'000 | 51'780 | 30'670 | 100.00% | 100.00% |
07.01.2020 | 3.88% | 0.28 | 0.29 | 180'000 | 100'000 | 195'441 | 100'000 | 50'793 | 27'094 | 100.00% | 100.00% |