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 | - | - |
15.07.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.07.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.48% |
13.07.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 11.39% | 95.33% |
12.07.2016 | 62.64% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'511 | 21'511 | 99.08% | 99.08% |
11.07.2016 | 27.18% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'997 | 42'997 | 97.37% | 97.37% |
08.07.2016 | 7.89% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 130'887 | 140'887 | 98.10% | 98.10% |
07.07.2016 | 4.59% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 214'176 | 224'176 | 97.78% | 97.78% |
06.07.2016 | 3.07% | 0.33 | 0.34 | 1'000'000 | 1'000'000 | 933'512 | 933'513 | 307'258 | 316'593 | 94.85% | 94.85% |
05.07.2016 | 4.81% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 204'195 | 214'195 | 100.00% | 100.00% |