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 | - | - |
08.02.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
05.02.2016 | 5.59% | 0.17 | 0.18 | 300'000 | 100'000 | 265'431 | 100'000 | 50'463 | 20'189 | 5.10% | 5.10% |
04.02.2016 | 4.82% | 0.22 | 0.23 | 230'000 | 100'000 | 209'867 | 100'000 | 58'776 | 29'708 | 100.00% | 100.00% |
03.02.2016 | 3.59% | 0.31 | 0.32 | 200'000 | 100'000 | 200'000 | 100'000 | 75'588 | 39'164 | 100.00% | 100.00% |
02.02.2016 | 3.22% | 0.39 | 0.41 | 200'000 | 100'000 | 200'000 | 100'000 | 82'576 | 42'639 | 100.00% | 100.00% |
01.02.2016 | 2.64% | 0.46 | 0.48 | 200'000 | 100'000 | 200'000 | 100'000 | 100'075 | 51'370 | 98.48% | 98.48% |
29.01.2016 | 2.88% | 0.43 | 0.45 | 200'000 | 100'000 | 200'000 | 100'000 | 87'918 | 45'243 | 100.00% | 100.00% |
28.01.2016 | 2.90% | 0.38 | 0.39 | 200'000 | 100'000 | 199'814 | 99'884 | 90'920 | 46'768 | 92.49% | 92.49% |
27.01.2016 | 1.59% | 0.58 | 0.59 | 200'000 | 100'000 | 200'000 | 100'000 | 125'831 | 63'925 | 89.73% | 100.00% |