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 | 5.10% | 0.12 | 0.13 | 420'000 | 100'000 | 265'031 | 100'000 | 50'550 | 20'638 | 99.29% | 99.29% |
22.01.2020 | 5.05% | 0.19 | 0.20 | 270'000 | 100'000 | 261'610 | 100'000 | 50'479 | 20'366 | 100.00% | 100.00% |
21.01.2020 | 4.74% | 0.19 | 0.20 | 270'000 | 100'000 | 245'354 | 100'000 | 50'554 | 21'865 | 99.56% | 99.56% |
20.01.2020 | 5.97% | 0.16 | 0.17 | 320'000 | 100'000 | 314'840 | 100'000 | 51'143 | 17'258 | 100.00% | 100.00% |
17.01.2020 | 4.89% | 0.19 | 0.20 | 270'000 | 100'000 | 252'728 | 100'000 | 50'434 | 21'067 | 99.89% | 99.89% |
16.01.2020 | 4.47% | 0.26 | 0.27 | 200'000 | 100'000 | 230'621 | 100'000 | 50'494 | 23'025 | 100.00% | 100.00% |
15.01.2020 | 4.03% | 0.26 | 0.27 | 200'000 | 100'000 | 208'450 | 100'000 | 50'709 | 25'408 | 98.13% | 98.13% |
14.01.2020 | 3.06% | 0.33 | 0.34 | 160'000 | 100'000 | 162'302 | 100'000 | 52'164 | 33'171 | 100.00% | 100.00% |
13.01.2020 | 3.97% | 0.25 | 0.26 | 200'000 | 100'000 | 205'896 | 100'000 | 50'839 | 25'856 | 100.00% | 100.00% |