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 | - | - |
16.01.2020 | 7.15% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 999'512 | 999'676 | 136'804 | 146'829 | 99.83% | 99.83% |
15.01.2020 | 6.18% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 999'481 | 999'727 | 158'570 | 168'609 | 99.92% | 99.92% |
14.01.2020 | 7.44% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 998'197 | 998'868 | 107'794 | 116'167 | 95.40% | 95.40% |
13.01.2020 | 6.35% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 999'545 | 999'112 | 158'636 | 168'568 | 99.00% | 99.00% |
10.01.2020 | 4.82% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 998'881 | 998'669 | 203'191 | 213'147 | 99.78% | 99.78% |
09.01.2020 | 4.28% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 999'357 | 999'295 | 232'683 | 242'677 | 98.77% | 98.77% |
08.01.2020 | 4.35% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 999'957 | 999'716 | 226'351 | 236'296 | 99.41% | 99.41% |
07.01.2020 | 3.22% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 999'994 | 999'982 | 309'635 | 319'633 | 99.53% | 99.53% |
06.01.2020 | 4.82% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 999'512 | 999'496 | 207'834 | 217'848 | 99.53% | 99.53% |