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 | 2.65% | 0.30 | 0.31 | 170'000 | 100'000 | 139'226 | 100'000 | 51'778 | 38'459 | 99.49% | 99.49% |
22.01.2020 | 2.65% | 0.36 | 0.37 | 140'000 | 100'000 | 139'354 | 100'000 | 51'931 | 38'287 | 100.00% | 100.00% |
21.01.2020 | 2.56% | 0.36 | 0.37 | 140'000 | 100'000 | 135'135 | 100'000 | 52'101 | 39'696 | 99.56% | 99.56% |
20.01.2020 | 2.89% | 0.34 | 0.35 | 150'000 | 100'000 | 150'363 | 100'000 | 51'316 | 35'131 | 100.00% | 100.00% |
17.01.2020 | 2.61% | 0.37 | 0.38 | 140'000 | 100'000 | 136'903 | 100'000 | 51'834 | 38'917 | 99.89% | 99.89% |
16.01.2020 | 2.49% | 0.44 | 0.45 | 120'000 | 100'000 | 131'087 | 100'000 | 51'989 | 40'744 | 100.00% | 100.00% |
15.01.2020 | 2.34% | 0.44 | 0.45 | 120'000 | 100'000 | 123'027 | 100'000 | 51'891 | 43'225 | 98.13% | 98.13% |
14.01.2020 | 1.98% | 0.51 | 0.52 | 100'000 | 100'000 | 103'234 | 100'000 | 51'633 | 51'054 | 100.00% | 100.00% |
13.01.2020 | 2.31% | 0.43 | 0.44 | 120'000 | 100'000 | 121'682 | 100'000 | 51'962 | 43'806 | 100.00% | 100.00% |