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 | - | 0.09 | 0.14 | 39'796 | 39'796 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.01.2016 | 9.54% | 0.18 | 0.20 | 100'000 | 100'000 | 100'000 | 99'998 | 20'100 | 22'100 | 99.75% | 99.75% |
18.01.2016 | 11.66% | 0.17 | 0.19 | 100'000 | 100'000 | 100'000 | 100'000 | 16'452 | 18'452 | 99.79% | 99.79% |
15.01.2016 | 8.28% | 0.21 | 0.23 | 100'000 | 100'000 | 100'000 | 100'000 | 23'465 | 25'465 | 99.38% | 99.38% |
14.01.2016 | 7.01% | 0.33 | 0.35 | 100'000 | 100'000 | 100'000 | 99'999 | 27'899 | 29'899 | 99.72% | 99.72% |
13.01.2016 | 3.99% | 0.44 | 0.46 | 100'000 | 100'000 | 100'000 | 100'000 | 49'244 | 51'244 | 99.54% | 99.54% |
12.01.2016 | 4.41% | 0.42 | 0.44 | 100'000 | 100'000 | 100'000 | 100'000 | 44'565 | 46'565 | 99.97% | 99.97% |
11.01.2016 | 4.73% | 0.40 | 0.42 | 100'000 | 100'000 | 100'000 | 99'997 | 41'338 | 43'337 | 99.24% | 99.24% |