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 | 5.55% | 0.16 | 0.17 | 320'000 | 100'000 | 278'524 | 100'000 | 50'839 | 19'405 | 100.00% | 100.00% |
21.01.2020 | 5.01% | 0.20 | 0.21 | 250'000 | 100'000 | 245'825 | 100'000 | 50'359 | 21'570 | 100.00% | 100.00% |
20.01.2020 | 4.06% | 0.24 | 0.25 | 210'000 | 100'000 | 206'588 | 100'000 | 50'264 | 25'349 | 100.00% | 100.00% |
17.01.2020 | 5.33% | 0.23 | 0.24 | 220'000 | 100'000 | 217'050 | 100'000 | 50'526 | 24'569 | 100.00% | 100.00% |
16.01.2020 | 5.15% | 0.24 | 0.25 | 210'000 | 100'000 | 224'971 | 100'000 | 50'508 | 23'692 | 100.00% | 100.00% |
15.01.2020 | 4.50% | 0.24 | 0.25 | 210'000 | 100'000 | 202'985 | 100'000 | 51'059 | 26'345 | 100.00% | 100.00% |
14.01.2020 | 4.07% | 0.26 | 0.27 | 200'000 | 100'000 | 200'825 | 100'000 | 51'608 | 26'772 | 64.82% | 64.82% |
13.01.2020 | 5.00% | 0.23 | 0.24 | 220'000 | 100'000 | 220'426 | 100'000 | 50'507 | 24'131 | 100.00% | 100.00% |
10.01.2020 | 3.86% | 0.25 | 0.26 | 200'000 | 100'000 | 188'840 | 100'000 | 51'026 | 28'135 | 100.00% | 100.00% |