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 | - | - |
22.01.2020 | 8.05% | 0.10 | 0.11 | 500'000 | 100'000 | 423'270 | 100'000 | 50'482 | 13'080 | 100.00% | 100.00% |
21.01.2020 | 6.89% | 0.14 | 0.15 | 360'000 | 100'000 | 355'519 | 100'000 | 50'718 | 15'320 | 100.00% | 100.00% |
20.01.2020 | 5.47% | 0.18 | 0.19 | 280'000 | 100'000 | 278'480 | 100'000 | 50'552 | 19'178 | 100.00% | 100.00% |
17.01.2020 | 6.01% | 0.16 | 0.17 | 320'000 | 100'000 | 300'996 | 100'000 | 50'967 | 18'002 | 100.00% | 100.00% |
16.01.2020 | 5.94% | 0.17 | 0.18 | 300'000 | 100'000 | 312'773 | 100'000 | 51'043 | 17'384 | 100.00% | 100.00% |
15.01.2020 | 5.54% | 0.17 | 0.19 | 300'000 | 100'000 | 266'017 | 100'000 | 50'448 | 20'113 | 100.00% | 100.00% |
14.01.2020 | 5.54% | 0.20 | 0.21 | 250'000 | 100'000 | 258'305 | 100'000 | 50'333 | 20'629 | 64.82% | 64.82% |
13.01.2020 | 7.10% | 0.17 | 0.18 | 300'000 | 100'000 | 306'736 | 100'000 | 50'976 | 17'905 | 100.00% | 100.00% |
10.01.2020 | 4.70% | 0.19 | 0.20 | 270'000 | 100'000 | 243'162 | 100'000 | 50'540 | 21'858 | 100.00% | 100.00% |