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 | - | - |
24.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.10.2016 | 10.35% | 0.09 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 25'538 | 28'026 | 96.24% | 96.24% |
19.10.2016 | 2.93% | 0.31 | 0.32 | 200'000 | 200'000 | 200'000 | 200'000 | 67'397 | 69'397 | 99.70% | 99.70% |
18.10.2016 | 3.17% | 0.32 | 0.33 | 200'000 | 200'000 | 200'000 | 200'000 | 62'115 | 64'115 | 100.00% | 100.00% |
17.10.2016 | 2.38% | 0.42 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 82'985 | 84'985 | 100.00% | 100.00% |
14.10.2016 | 2.74% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 72'334 | 74'334 | 99.36% | 99.36% |
13.10.2016 | 1.78% | 0.61 | 0.62 | 200'000 | 200'000 | 200'000 | 200'000 | 111'427 | 113'427 | 99.83% | 99.83% |
12.10.2016 | 2.40% | 0.34 | 0.35 | 200'000 | 200'000 | 200'000 | 200'000 | 82'409 | 84'409 | 97.35% | 97.35% |