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 | 2.56% | 0.41 | 0.42 | 130'000 | 100'000 | 130'742 | 100'000 | 51'451 | 40'381 | 99.11% | 99.11% |
24.01.2020 | 2.92% | 0.32 | 0.33 | 160'000 | 100'000 | 152'145 | 100'000 | 51'889 | 35'203 | 100.00% | 100.00% |
23.01.2020 | 2.63% | 0.44 | 0.46 | 120'000 | 100'000 | 124'087 | 100'000 | 52'485 | 43'468 | 100.00% | 100.00% |
22.01.2020 | 2.95% | 0.41 | 0.42 | 130'000 | 100'000 | 129'962 | 100'000 | 52'344 | 41'512 | 100.00% | 100.00% |
21.01.2020 | 2.25% | 0.43 | 0.44 | 120'000 | 100'000 | 112'549 | 100'000 | 52'068 | 47'366 | 100.00% | 100.00% |
20.01.2020 | 2.58% | 0.48 | 0.49 | 110'000 | 100'000 | 110'000 | 100'000 | 51'937 | 48'449 | 100.00% | 100.00% |
17.01.2020 | 2.21% | 0.49 | 0.50 | 110'000 | 100'000 | 101'145 | 100'000 | 51'698 | 52'277 | 100.00% | 100.00% |
16.01.2020 | 2.09% | 0.55 | 0.57 | 100'000 | 100'000 | 100'000 | 100'000 | 55'764 | 56'941 | 100.00% | 100.00% |
15.01.2020 | 1.84% | 0.56 | 0.57 | 100'000 | 100'000 | 100'000 | 100'000 | 56'186 | 57'232 | 99.96% | 99.96% |