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 | - | - |
21.01.2020 | 5.13% | 0.13 | 0.14 | 500'000 | 500'000 | 499'695 | 499'546 | 100'350 | 105'298 | 99.67% | 99.67% |
20.01.2020 | 5.66% | 0.18 | 0.19 | 500'000 | 500'000 | 499'446 | 499'954 | 86'130 | 91'218 | 99.17% | 99.17% |
17.01.2020 | 3.70% | 0.24 | 0.25 | 500'000 | 500'000 | 499'813 | 497'856 | 137'917 | 142'350 | 99.76% | 99.76% |
16.01.2020 | 1.80% | 0.52 | 0.53 | 500'000 | 500'000 | 499'985 | 499'896 | 275'228 | 280'179 | 99.86% | 99.86% |
15.01.2020 | 1.78% | 0.54 | 0.55 | 500'000 | 500'000 | 499'990 | 499'960 | 278'687 | 283'670 | 100.00% | 100.00% |
14.01.2020 | 1.49% | 0.59 | 0.60 | 500'000 | 500'000 | 500'000 | 499'999 | 334'372 | 339'372 | 98.69% | 98.69% |
13.01.2020 | 1.67% | 0.66 | 0.67 | 500'000 | 500'000 | 499'958 | 500'000 | 297'891 | 302'916 | 99.87% | 99.87% |
10.01.2020 | 1.76% | 0.57 | 0.58 | 500'000 | 500'000 | 500'000 | 500'000 | 281'782 | 286'782 | 97.89% | 97.89% |
09.01.2020 | 1.86% | 0.58 | 0.59 | 500'000 | 500'000 | 499'842 | 499'817 | 267'656 | 272'622 | 93.44% | 93.44% |