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 | - | - |
05.02.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
04.02.2016 | 5.09% | 0.16 | 0.17 | 320'000 | 100'000 | 211'916 | 100'000 | 52'765 | 26'439 | 63.71% | 63.71% |
03.02.2016 | 3.19% | 0.24 | 0.25 | 210'000 | 100'000 | 200'678 | 99'937 | 64'838 | 33'366 | 87.86% | 100.00% |
02.02.2016 | 3.68% | 0.33 | 0.34 | 200'000 | 100'000 | 200'000 | 100'000 | 69'956 | 36'288 | 100.00% | 100.00% |
01.02.2016 | 3.01% | 0.40 | 0.41 | 200'000 | 100'000 | 200'000 | 100'000 | 87'379 | 45'026 | 98.48% | 98.48% |
29.01.2016 | 3.62% | 0.37 | 0.38 | 200'000 | 100'000 | 200'000 | 100'000 | 75'156 | 38'959 | 100.00% | 100.00% |
28.01.2016 | 3.52% | 0.31 | 0.33 | 200'000 | 100'000 | 199'861 | 99'884 | 78'209 | 40'459 | 92.49% | 92.49% |
27.01.2016 | 2.38% | 0.52 | 0.53 | 200'000 | 100'000 | 200'000 | 100'000 | 112'839 | 57'775 | 100.00% | 100.00% |
26.01.2016 | 1.91% | 0.76 | 0.77 | 200'000 | 100'000 | 200'000 | 100'000 | 142'083 | 72'408 | 99.55% | 99.55% |