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 | - | - |
23.01.2020 | 9.92% | 0.14 | 0.15 | 360'000 | 100'000 | 435'141 | 100'000 | 50'440 | 12'937 | 100.00% | 100.00% |
22.01.2020 | 11.74% | 0.11 | 0.12 | 460'000 | 100'000 | 492'950 | 100'000 | 47'622 | 10'875 | 100.00% | 100.00% |
21.01.2020 | 6.30% | 0.13 | 0.14 | 390'000 | 100'000 | 325'808 | 100'000 | 50'994 | 16'798 | 100.00% | 100.00% |
20.01.2020 | 6.17% | 0.17 | 0.18 | 300'000 | 100'000 | 302'731 | 100'000 | 51'011 | 17'936 | 100.00% | 100.00% |
17.01.2020 | 5.36% | 0.19 | 0.20 | 270'000 | 100'000 | 246'164 | 100'000 | 50'530 | 21'756 | 100.00% | 100.00% |
16.01.2020 | 4.37% | 0.25 | 0.26 | 200'000 | 100'000 | 201'417 | 100'000 | 50'871 | 26'396 | 100.00% | 100.00% |
15.01.2020 | 4.07% | 0.25 | 0.26 | 200'000 | 100'000 | 199'438 | 100'000 | 51'170 | 26'733 | 99.96% | 99.96% |
14.01.2020 | 3.88% | 0.26 | 0.27 | 200'000 | 100'000 | 182'809 | 100'000 | 51'492 | 29'409 | 100.00% | 100.00% |
13.01.2020 | 3.94% | 0.31 | 0.32 | 170'000 | 100'000 | 171'956 | 100'000 | 51'543 | 31'220 | 100.00% | 100.00% |