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 | - | - |
28.07.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.07.2016 | - | 0.01 | 0.04 | 80'000 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26.07.2016 | 11.51% | 0.08 | 0.10 | 400'000 | 400'000 | 399'839 | 399'973 | 42'391 | 46'462 | 99.78% | 99.78% |
25.07.2016 | 9.33% | 0.16 | 0.17 | 400'000 | 400'000 | 399'899 | 399'822 | 45'095 | 49'090 | 99.61% | 99.61% |
22.07.2016 | 5.23% | 0.18 | 0.19 | 400'000 | 400'000 | 399'993 | 399'948 | 75'813 | 79'804 | 100.00% | 100.00% |
21.07.2016 | 6.17% | 0.17 | 0.18 | 400'000 | 400'000 | 400'000 | 399'970 | 64'652 | 68'647 | 98.36% | 98.36% |
20.07.2016 | 4.24% | 0.19 | 0.20 | 400'000 | 400'000 | 399'999 | 399'911 | 93'235 | 97'211 | 99.84% | 99.84% |
19.07.2016 | 2.71% | 0.34 | 0.35 | 400'000 | 400'000 | 399'990 | 399'958 | 146'591 | 150'581 | 99.81% | 99.81% |
18.07.2016 | 3.64% | 0.22 | 0.23 | 400'000 | 400'000 | 400'000 | 399'995 | 109'113 | 113'112 | 99.78% | 99.78% |