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 | - | - |
23.01.2020 | 9.83% | 0.14 | 0.15 | 360'000 | 100'000 | 448'311 | 100'000 | 49'245 | 12'233 | 100.00% | 100.00% |
22.01.2020 | 13.89% | 0.06 | 0.08 | 500'000 | 100'000 | 499'738 | 100'000 | 41'098 | 9'412 | 99.98% | 99.98% |
21.01.2020 | 8.41% | 0.10 | 0.12 | 500'000 | 100'000 | 402'305 | 100'000 | 50'513 | 13'949 | 100.00% | 100.00% |
20.01.2020 | 7.04% | 0.15 | 0.16 | 340'000 | 100'000 | 345'458 | 100'000 | 50'831 | 15'803 | 100.00% | 100.00% |
17.01.2020 | 5.92% | 0.17 | 0.19 | 300'000 | 100'000 | 277'306 | 100'000 | 50'912 | 19'558 | 100.00% | 100.00% |
16.01.2020 | 4.28% | 0.23 | 0.24 | 220'000 | 100'000 | 201'499 | 100'000 | 50'810 | 26'342 | 100.00% | 100.00% |
15.01.2020 | 3.82% | 0.28 | 0.29 | 180'000 | 100'000 | 178'437 | 100'000 | 51'370 | 29'942 | 100.00% | 100.00% |
14.01.2020 | 3.55% | 0.28 | 0.30 | 180'000 | 100'000 | 166'766 | 100'000 | 51'625 | 32'183 | 100.00% | 100.00% |
13.01.2020 | 3.51% | 0.30 | 0.32 | 170'000 | 100'000 | 171'240 | 100'000 | 51'665 | 31'321 | 100.00% | 100.00% |