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 | 5.53% | 0.12 | 0.13 | 125'000 | 125'000 | 124'996 | 125'000 | 22'244 | 23'494 | 1.26% | 1.26% |
20.10.2016 | 3.04% | 0.24 | 0.25 | 125'000 | 125'000 | 125'000 | 125'000 | 41'875 | 43'125 | 73.52% | 73.52% |
19.10.2016 | 2.38% | 0.44 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 52'060 | 53'310 | 98.43% | 98.43% |
18.10.2016 | 2.65% | 0.39 | 0.40 | 125'000 | 125'000 | 125'000 | 125'000 | 46'695 | 47'945 | 99.02% | 99.02% |
17.10.2016 | 2.85% | 0.35 | 0.36 | 125'000 | 125'000 | 125'000 | 125'000 | 43'248 | 44'498 | 99.81% | 99.81% |
14.10.2016 | 2.60% | 0.37 | 0.38 | 125'000 | 125'000 | 125'000 | 125'000 | 47'482 | 48'732 | 97.28% | 97.28% |
13.10.2016 | 2.43% | 0.38 | 0.39 | 125'000 | 125'000 | 125'000 | 125'000 | 50'972 | 52'222 | 96.57% | 96.57% |
12.10.2016 | 2.11% | 0.43 | 0.44 | 125'000 | 125'000 | 125'000 | 125'000 | 58'562 | 59'812 | 99.27% | 99.27% |