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 | 4.26% | 0.26 | 0.27 | 200'000 | 100'000 | 211'687 | 100'000 | 50'529 | 24'977 | 100.00% | 100.00% |
22.01.2020 | 5.15% | 0.23 | 0.24 | 220'000 | 100'000 | 231'068 | 100'000 | 50'559 | 23'088 | 100.00% | 100.00% |
21.01.2020 | 3.90% | 0.25 | 0.26 | 200'000 | 100'000 | 183'938 | 100'000 | 51'012 | 28'903 | 100.00% | 100.00% |
20.01.2020 | 3.49% | 0.29 | 0.30 | 180'000 | 100'000 | 179'438 | 100'000 | 51'916 | 29'965 | 100.00% | 100.00% |
17.01.2020 | 3.20% | 0.31 | 0.32 | 170'000 | 100'000 | 159'185 | 100'000 | 52'042 | 33'820 | 100.00% | 100.00% |
16.01.2020 | 2.93% | 0.37 | 0.38 | 140'000 | 100'000 | 139'547 | 100'000 | 52'243 | 38'557 | 100.00% | 100.00% |
15.01.2020 | 2.71% | 0.38 | 0.39 | 140'000 | 100'000 | 138'355 | 100'000 | 52'342 | 38'884 | 99.96% | 99.96% |
14.01.2020 | 2.56% | 0.38 | 0.39 | 140'000 | 100'000 | 129'915 | 100'000 | 52'376 | 41'454 | 100.00% | 100.00% |
13.01.2020 | 2.78% | 0.43 | 0.44 | 120'000 | 100'000 | 122'649 | 100'000 | 51'778 | 43'441 | 100.00% | 100.00% |