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 | - | - |
01.02.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29.01.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28.01.2016 | 5.62% | 0.17 | 0.18 | 300'000 | 100'000 | 228'621 | 99'863 | 53'280 | 25'046 | 79.69% | 79.69% |
27.01.2016 | 2.93% | 0.35 | 0.36 | 200'000 | 100'000 | 199'992 | 99'947 | 79'901 | 41'115 | 99.08% | 100.00% |
26.01.2016 | 2.47% | 0.60 | 0.61 | 200'000 | 100'000 | 200'000 | 100'000 | 110'039 | 56'392 | 99.55% | 99.55% |
25.01.2016 | 2.59% | 0.51 | 0.53 | 200'000 | 100'000 | 200'000 | 100'000 | 102'473 | 52'576 | 100.00% | 100.00% |
21.01.2016 | 3.39% | 0.35 | 0.37 | 200'000 | 100'000 | 200'000 | 100'000 | 77'260 | 39'960 | 100.00% | 100.00% |
20.01.2016 | 4.10% | 0.33 | 0.34 | 200'000 | 100'000 | 200'000 | 99'999 | 65'566 | 34'152 | 99.90% | 99.90% |
19.01.2016 | 2.78% | 0.44 | 0.46 | 200'000 | 100'000 | 200'000 | 100'000 | 93'821 | 48'232 | 99.99% | 99.99% |