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 | - | - |
29.01.2020 | 1.41% | 0.71 | 0.72 | 80'000 | 50'000 | 76'592 | 30'923 | 54'067 | 22'176 | 88.92% | 88.92% |
28.01.2020 | 1.30% | 0.82 | 0.83 | 70'000 | 50'000 | 70'069 | 30'177 | 53'533 | 23'343 | 94.01% | 94.01% |
27.01.2020 | 1.03% | 0.97 | 0.98 | 60'000 | 50'000 | 57'967 | 30'488 | 56'134 | 29'747 | 91.21% | 91.21% |
24.01.2020 | 1.44% | 0.75 | 0.76 | 70'000 | 50'000 | 77'798 | 30'599 | 53'595 | 21'846 | 95.53% | 95.53% |
23.01.2020 | 1.33% | 0.66 | 0.67 | 80'000 | 50'000 | 72'873 | 30'019 | 54'569 | 22'440 | 88.82% | 88.82% |
22.01.2020 | 1.41% | 0.60 | 0.61 | 90'000 | 50'000 | 75'770 | 30'698 | 53'382 | 21'795 | 89.52% | 89.52% |
21.01.2020 | 0.85% | 0.95 | 0.96 | 60'000 | 50'000 | 46'058 | 30'983 | 53'993 | 35'996 | 86.69% | 86.69% |
20.01.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.01.2020 | 0.79% | 1.29 | 1.30 | 50'000 | 50'000 | 46'705 | 30'656 | 58'468 | 38'824 | 94.26% | 94.26% |