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 | - | - |
25.08.2016 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24.08.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 100.00% | 100.00% |
23.08.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'876 | 1'000'000 | 9'999 | 20'000 | 100.00% | 100.00% |
22.08.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'963 | 1'000'000 | 10'000 | 20'000 | 100.00% | 100.00% |
19.08.2016 | 26.50% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 999'992 | 33'386 | 43'385 | 99.99% | 99.99% |
18.08.2016 | 15.34% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'358 | 70'358 | 100.00% | 100.00% |
17.08.2016 | 16.08% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 57'755 | 67'755 | 100.00% | 100.00% |
16.08.2016 | 10.39% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 999'975 | 999'977 | 93'614 | 103'614 | 99.94% | 99.94% |
15.08.2016 | 11.27% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 999'961 | 84'118 | 94'114 | 100.00% | 100.00% |