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 | - | - |
24.01.2020 | 3.41% | 0.20 | 0.21 | 500'000 | 500'000 | 499'772 | 500'000 | 147'598 | 152'650 | 98.50% | 98.50% |
23.01.2020 | 2.99% | 0.30 | 0.31 | 500'000 | 500'000 | 500'000 | 499'960 | 166'576 | 171'560 | 98.96% | 98.96% |
22.01.2020 | 1.84% | 0.46 | 0.47 | 500'000 | 500'000 | 500'000 | 499'992 | 270'357 | 275'353 | 100.00% | 100.00% |
21.01.2020 | 1.74% | 0.61 | 0.62 | 500'000 | 500'000 | 500'000 | 500'000 | 285'990 | 290'990 | 100.00% | 100.00% |
20.01.2020 | 1.52% | 0.63 | 0.64 | 500'000 | 500'000 | 500'000 | 500'000 | 326'644 | 331'644 | 100.00% | 100.00% |
17.01.2020 | 1.55% | 0.63 | 0.64 | 500'000 | 500'000 | 500'000 | 500'000 | 320'273 | 325'273 | 100.00% | 100.00% |
16.01.2020 | 1.73% | 0.62 | 0.63 | 500'000 | 500'000 | 500'000 | 500'000 | 286'856 | 291'856 | 99.70% | 99.70% |
15.01.2020 | 1.72% | 0.53 | 0.54 | 500'000 | 500'000 | 500'000 | 500'000 | 289'029 | 294'029 | 99.78% | 99.78% |
14.01.2020 | 1.65% | 0.60 | 0.61 | 500'000 | 500'000 | 500'000 | 500'000 | 300'363 | 305'363 | 99.58% | 99.58% |