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 | - | - |
18.01.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15.01.2016 | 5.76% | 0.02 | 0.05 | 400'000 | 400'000 | 399'991 | 399'924 | 74'958 | 78'948 | 65.67% | 65.67% |
14.01.2016 | 3.80% | 0.39 | 0.40 | 400'000 | 400'000 | 399'926 | 399'909 | 109'687 | 113'694 | 99.83% | 99.83% |
13.01.2016 | 1.50% | 0.58 | 0.59 | 400'000 | 400'000 | 399'999 | 400'000 | 265'027 | 269'028 | 99.63% | 99.63% |
12.01.2016 | 2.16% | 0.44 | 0.45 | 400'000 | 400'000 | 399'965 | 400'000 | 187'730 | 191'748 | 99.78% | 99.78% |
11.01.2016 | 3.11% | 0.24 | 0.25 | 400'000 | 400'000 | 399'979 | 399'982 | 129'135 | 133'137 | 98.63% | 98.63% |
08.01.2016 | 1.65% | 0.39 | 0.40 | 400'000 | 400'000 | 399'996 | 399'996 | 246'385 | 250'386 | 97.81% | 97.81% |
07.01.2016 | 1.69% | 0.68 | 0.69 | 400'000 | 400'000 | 400'000 | 399'998 | 238'337 | 242'336 | 99.51% | 99.51% |
06.01.2016 | 0.98% | 1.00 | 1.01 | 400'000 | 400'000 | 400'000 | 399'996 | 406'295 | 410'291 | 99.29% | 99.29% |