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 | - | - |
17.01.2020 | 1.07% | 0.89 | 0.90 | 510'000 | 510'000 | 510'000 | 510'000 | 475'733 | 480'833 | 89.40% | 89.40% |
16.01.2020 | 1.39% | 0.72 | 0.73 | 520'000 | 520'000 | 520'000 | 520'000 | 372'713 | 377'913 | 91.75% | 91.75% |
15.01.2020 | 1.35% | 0.69 | 0.70 | 530'000 | 530'000 | 530'000 | 530'000 | 391'392 | 396'692 | 99.35% | 99.35% |
14.01.2020 | 1.28% | 0.77 | 0.78 | 550'000 | 550'000 | 550'000 | 550'000 | 429'956 | 435'456 | 98.25% | 98.25% |
13.01.2020 | 1.22% | 0.74 | 0.75 | 550'000 | 550'000 | 550'000 | 550'000 | 450'337 | 455'837 | 90.76% | 90.76% |
10.01.2020 | 1.06% | 0.93 | 0.94 | 580'000 | 580'000 | 579'999 | 580'000 | 547'128 | 552'929 | 96.45% | 96.45% |
09.01.2020 | 1.11% | 0.90 | 0.91 | 680'000 | 680'000 | 679'998 | 680'000 | 607'085 | 613'887 | 87.67% | 87.67% |
08.01.2020 | 2.16% | 0.59 | 0.60 | 770'000 | 770'000 | 769'935 | 769'994 | 364'947 | 372'684 | 94.77% | 94.77% |
07.01.2020 | 2.09% | 0.45 | 0.46 | 950'000 | 950'000 | 949'927 | 949'974 | 450'501 | 460'025 | 92.67% | 92.67% |