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 | 8.16% | 0.24 | 0.39 | 250'000 | 250'000 | 154'529 | 154'529 | 66'675 | 73'154 | 99.11% | 99.11% |
20.01.2020 | 1.87% | 0.52 | 0.53 | 100'000 | 100'000 | 100'000 | 100'000 | 53'082 | 54'082 | 98.02% | 98.02% |
17.01.2020 | 1.88% | 0.56 | 0.57 | 250'000 | 250'000 | 154'243 | 154'241 | 82'852 | 84'394 | 99.10% | 99.10% |
16.01.2020 | 1.60% | 0.66 | 0.67 | 250'000 | 250'000 | 155'579 | 155'517 | 98'573 | 100'091 | 96.51% | 96.51% |
15.01.2020 | 2.71% | 0.38 | 0.39 | 250'000 | 250'000 | 154'364 | 154'360 | 56'848 | 58'390 | 99.55% | 99.55% |
14.01.2020 | 3.01% | 0.34 | 0.35 | 250'000 | 250'000 | 154'702 | 154'695 | 50'420 | 51'965 | 98.77% | 98.77% |
13.01.2020 | 1.33% | 0.61 | 0.62 | 250'000 | 250'000 | 155'707 | 155'705 | 113'181 | 114'737 | 96.98% | 96.98% |
10.01.2020 | 1.23% | 0.85 | 0.86 | 250'000 | 250'000 | 154'780 | 154'779 | 126'465 | 128'012 | 98.73% | 98.73% |