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 | 3.75% | 0.28 | 0.29 | 180'000 | 100'000 | 192'517 | 100'000 | 51'427 | 27'756 | 99.11% | 99.11% |
24.01.2020 | 4.78% | 0.20 | 0.21 | 250'000 | 100'000 | 235'356 | 100'000 | 50'585 | 22'681 | 100.00% | 100.00% |
23.01.2020 | 3.48% | 0.32 | 0.33 | 160'000 | 100'000 | 174'222 | 100'000 | 51'631 | 30'728 | 100.00% | 100.00% |
22.01.2020 | 4.23% | 0.29 | 0.30 | 180'000 | 100'000 | 184'138 | 100'000 | 50'905 | 28'875 | 100.00% | 100.00% |
21.01.2020 | 2.97% | 0.31 | 0.32 | 170'000 | 100'000 | 153'406 | 100'000 | 51'712 | 34'798 | 100.00% | 100.00% |
20.01.2020 | 3.03% | 0.35 | 0.36 | 150'000 | 100'000 | 149'602 | 100'000 | 52'152 | 35'936 | 100.00% | 100.00% |
17.01.2020 | 2.89% | 0.37 | 0.38 | 140'000 | 100'000 | 134'532 | 100'000 | 51'893 | 39'756 | 100.00% | 100.00% |
16.01.2020 | 2.57% | 0.43 | 0.44 | 120'000 | 100'000 | 120'000 | 100'000 | 51'924 | 44'396 | 100.00% | 100.00% |
15.01.2020 | 2.41% | 0.43 | 0.44 | 120'000 | 100'000 | 120'000 | 100'000 | 52'400 | 44'733 | 99.96% | 99.96% |