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 | - | - |
19.02.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 88.47% |
18.02.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 78.84% |
17.02.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.95% |
16.02.2016 | - | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.97% |
15.02.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 60.99% | 98.39% |
12.02.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.42% |
11.02.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 92.36% |
10.02.2016 | 45.10% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'969 | 1'000'000 | 18'089 | 28'089 | 88.56% | 89.32% |
09.02.2016 | 60.25% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'949 | 1'000'000 | 12'405 | 22'407 | 95.69% | 96.13% |