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 | - | - |
16.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11.11.2016 | 133.33% | 0.01 | 0.05 | 500'000 | 100'000 | 500'000 | 56'230 | 5'000 | 2'812 | 89.48% | 89.48% |
10.11.2016 | 91.86% | 0.01 | 0.05 | 500'000 | 100'000 | 500'000 | 60'825 | 9'398 | 3'041 | 100.00% | 100.00% |
09.11.2016 | 120.60% | 0.01 | 0.05 | 500'000 | 100'000 | 500'000 | 46'233 | 6'337 | 2'312 | 89.56% | 89.56% |
08.11.2016 | 84.30% | 0.03 | 0.05 | 500'000 | 100'000 | 500'000 | 60'828 | 10'198 | 3'041 | 99.99% | 99.99% |
07.11.2016 | 57.32% | 0.02 | 0.05 | 500'000 | 100'000 | 500'000 | 60'819 | 13'975 | 3'041 | 99.95% | 99.95% |
04.11.2016 | 53.04% | 0.03 | 0.05 | 500'000 | 100'000 | 500'000 | 67'072 | 14'575 | 3'354 | 100.00% | 100.00% |