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 | - | - |
20.05.2016 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 99.07% |
19.05.2016 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 82.41% |
18.05.2016 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 87.20% |
17.05.2016 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 96.95% |
13.05.2016 | 66.67% | 0.01 | 0.01 | 500'000 | 200'000 | 500'000 | 200'000 | 5'000 | 4'000 | 10.03% | 100.00% |
12.05.2016 | 66.27% | 0.01 | 0.02 | 500'000 | 200'000 | 500'000 | 200'000 | 5'075 | 4'030 | 99.69% | 100.00% |
11.05.2016 | 61.66% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 5'972 | 4'389 | 99.99% | 99.99% |
10.05.2016 | 23.75% | 0.04 | 0.05 | 500'000 | 200'000 | 500'000 | 200'000 | 18'924 | 9'569 | 91.72% | 91.72% |
09.05.2016 | 46.07% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 8'877 | 5'551 | 100.00% | 100.00% |