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 | - | - |
15.01.2020 | 3.86% | 0.16 | 0.17 | 500'000 | 500'000 | 500'000 | 499'985 | 135'101 | 140'096 | 100.00% | 100.00% |
14.01.2020 | 3.00% | 0.25 | 0.26 | 500'000 | 500'000 | 499'958 | 499'996 | 165'991 | 171'005 | 100.00% | 100.00% |
13.01.2020 | 2.98% | 0.36 | 0.37 | 500'000 | 500'000 | 500'000 | 499'972 | 166'141 | 171'131 | 100.00% | 100.00% |
10.01.2020 | 3.99% | 0.28 | 0.29 | 500'000 | 500'000 | 500'000 | 500'000 | 123'413 | 128'413 | 95.39% | 95.39% |
09.01.2020 | 2.82% | 0.33 | 0.34 | 500'000 | 500'000 | 500'000 | 499'883 | 175'234 | 180'194 | 93.66% | 93.66% |
08.01.2020 | 1.45% | 0.58 | 0.59 | 500'000 | 500'000 | 500'000 | 499'970 | 343'609 | 348'591 | 100.00% | 100.00% |
07.01.2020 | 1.78% | 0.57 | 0.58 | 500'000 | 500'000 | 500'000 | 500'000 | 279'993 | 284'993 | 100.00% | 100.00% |
06.01.2020 | 1.31% | 0.65 | 0.66 | 500'000 | 500'000 | 500'000 | 499'991 | 379'350 | 384'344 | 100.00% | 100.00% |
03.01.2020 | 1.53% | 0.62 | 0.63 | 500'000 | 500'000 | 500'000 | 499'980 | 325'640 | 330'627 | 100.00% | 100.00% |