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 | - | - |
15.01.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.58% |
14.01.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 95.95% |
13.01.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.31% |
12.01.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.72% |
11.01.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.49% |
08.01.2016 | 97.69% | 0.01 | 0.02 | 100'000 | 100'000 | 498'895 | 498'895 | 5'181 | 14'967 | 70.58% | 97.97% |
07.01.2016 | 100.00% | 0.01 | 0.03 | 500'000 | 500'000 | 490'811 | 490'811 | 4'908 | 14'724 | 18.73% | 96.50% |
06.01.2016 | 79.76% | 0.03 | 0.04 | 500'000 | 500'000 | 495'742 | 495'742 | 6'993 | 15'304 | 81.95% | 97.93% |
05.01.2016 | 56.39% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 9'779 | 16'414 | 94.22% | 94.22% |