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 | - | - |
31.01.2020 | 6.41% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 499'990 | 82'365 | 87'364 | 100.00% | 100.00% |
30.01.2020 | 5.09% | 0.19 | 0.20 | 500'000 | 500'000 | 500'000 | 500'000 | 96'355 | 101'355 | 100.00% | 100.00% |
29.01.2020 | 3.02% | 0.31 | 0.32 | 500'000 | 500'000 | 500'000 | 499'973 | 163'804 | 168'795 | 99.78% | 99.78% |
28.01.2020 | 3.88% | 0.32 | 0.33 | 500'000 | 500'000 | 499'990 | 499'999 | 127'824 | 132'827 | 100.00% | 100.00% |
27.01.2020 | 4.06% | 0.24 | 0.25 | 500'000 | 500'000 | 500'000 | 499'987 | 121'628 | 126'624 | 100.00% | 100.00% |
24.01.2020 | 2.03% | 0.39 | 0.40 | 500'000 | 500'000 | 500'000 | 500'000 | 245'229 | 250'229 | 98.31% | 98.31% |
23.01.2020 | 1.85% | 0.50 | 0.51 | 500'000 | 500'000 | 500'000 | 500'000 | 268'629 | 273'629 | 98.04% | 98.04% |
22.01.2020 | 1.38% | 0.63 | 0.64 | 500'000 | 500'000 | 500'000 | 499'992 | 359'982 | 364'977 | 99.68% | 99.68% |
21.01.2020 | 1.30% | 0.80 | 0.81 | 500'000 | 500'000 | 500'000 | 500'000 | 382'500 | 387'500 | 99.80% | 99.80% |