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 | - | - |
21.01.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.01.2016 | 5.92% | 0.17 | 0.19 | 300'000 | 100'000 | 229'925 | 100'000 | 50'543 | 23'458 | 12.74% | 12.74% |
19.01.2016 | 2.81% | 0.33 | 0.34 | 200'000 | 100'000 | 200'000 | 99'999 | 71'610 | 36'821 | 85.45% | 99.99% |
18.01.2016 | 4.30% | 0.28 | 0.30 | 200'000 | 100'000 | 200'001 | 100'000 | 61'321 | 32'006 | 99.72% | 99.72% |
15.01.2016 | 4.44% | 0.24 | 0.25 | 210'000 | 100'000 | 202'008 | 100'000 | 59'236 | 30'698 | 98.96% | 98.96% |
14.01.2016 | 3.81% | 0.41 | 0.43 | 200'000 | 100'000 | 198'746 | 98'771 | 68'955 | 35'568 | 100.00% | 100.00% |
13.01.2016 | 2.92% | 0.43 | 0.44 | 200'000 | 100'000 | 200'000 | 100'000 | 90'173 | 46'423 | 100.00% | 100.00% |
12.01.2016 | 3.45% | 0.35 | 0.36 | 200'000 | 100'000 | 200'000 | 100'000 | 77'305 | 40'006 | 100.00% | 100.00% |
11.01.2016 | 3.71% | 0.28 | 0.30 | 200'000 | 100'000 | 200'000 | 100'000 | 71'671 | 37'182 | 100.00% | 100.00% |