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 | 8.41% | 0.14 | 0.15 | 360'000 | 100'000 | 424'177 | 100'000 | 50'509 | 12'993 | 99.11% | 99.11% |
24.01.2020 | 14.88% | 0.05 | 0.06 | 500'000 | 100'000 | 498'390 | 100'000 | 34'183 | 7'911 | 100.00% | 100.00% |
23.01.2020 | 7.67% | 0.17 | 0.18 | 300'000 | 100'000 | 341'651 | 100'000 | 50'810 | 16'167 | 100.00% | 100.00% |
22.01.2020 | 8.62% | 0.14 | 0.15 | 360'000 | 100'000 | 393'764 | 100'000 | 50'571 | 14'088 | 100.00% | 100.00% |
21.01.2020 | 5.28% | 0.16 | 0.17 | 320'000 | 100'000 | 270'577 | 100'000 | 50'836 | 19'923 | 100.00% | 100.00% |
20.01.2020 | 5.16% | 0.20 | 0.21 | 250'000 | 100'000 | 251'486 | 100'000 | 50'178 | 21'023 | 100.00% | 100.00% |
17.01.2020 | 4.69% | 0.22 | 0.23 | 230'000 | 100'000 | 213'086 | 100'000 | 50'596 | 24'958 | 100.00% | 100.00% |
16.01.2020 | 3.85% | 0.28 | 0.29 | 180'000 | 100'000 | 180'768 | 100'000 | 51'391 | 29'556 | 100.00% | 100.00% |
15.01.2020 | 3.54% | 0.29 | 0.30 | 180'000 | 100'000 | 178'485 | 100'000 | 51'463 | 29'884 | 99.96% | 99.96% |