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 | 19.83% | 0.12 | 0.39 | 250'000 | 250'000 | 152'170 | 152'182 | 47'528 | 60'548 | 96.59% | 96.59% |
20.01.2020 | 2.48% | 0.39 | 0.40 | 100'000 | 100'000 | 100'000 | 100'000 | 39'834 | 40'834 | 98.05% | 98.05% |
17.01.2020 | 2.47% | 0.42 | 0.43 | 250'000 | 250'000 | 154'221 | 154'222 | 62'319 | 63'862 | 99.06% | 99.06% |
16.01.2020 | 2.13% | 0.50 | 0.51 | 250'000 | 250'000 | 156'518 | 156'518 | 74'320 | 75'886 | 94.91% | 94.99% |
15.01.2020 | 3.53% | 0.31 | 0.32 | 250'000 | 250'000 | 154'348 | 154'349 | 44'229 | 45'773 | 99.55% | 99.55% |
14.01.2020 | 4.63% | 0.21 | 0.22 | 250'000 | 250'000 | 154'723 | 154'711 | 33'762 | 35'307 | 98.77% | 98.77% |
13.01.2020 | 1.72% | 0.45 | 0.46 | 250'000 | 250'000 | 155'721 | 155'720 | 87'537 | 89'094 | 96.94% | 96.94% |
10.01.2020 | 1.54% | 0.68 | 0.69 | 250'000 | 250'000 | 154'652 | 154'651 | 100'719 | 102'265 | 98.97% | 98.97% |