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 | 15.61% | 0.02 | 0.03 | 125'000 | 125'000 | 125'000 | 125'000 | 8'099 | 9'349 | 1.60% | 1.60% |
20.10.2016 | 5.03% | 0.13 | 0.14 | 125'000 | 125'000 | 125'000 | 125'000 | 26'583 | 27'833 | 98.89% | 98.89% |
19.10.2016 | 3.25% | 0.33 | 0.34 | 125'000 | 125'000 | 125'000 | 125'000 | 37'966 | 39'216 | 99.76% | 99.76% |
18.10.2016 | 3.78% | 0.28 | 0.29 | 125'000 | 125'000 | 125'000 | 125'000 | 32'554 | 33'804 | 100.00% | 100.00% |
17.10.2016 | 4.26% | 0.23 | 0.24 | 125'000 | 125'000 | 125'000 | 125'000 | 28'730 | 29'980 | 99.97% | 99.97% |
14.10.2016 | 3.73% | 0.25 | 0.26 | 125'000 | 125'000 | 125'000 | 125'000 | 32'936 | 34'186 | 99.63% | 99.63% |
13.10.2016 | 3.43% | 0.26 | 0.27 | 125'000 | 125'000 | 125'000 | 125'000 | 35'947 | 37'197 | 99.56% | 99.56% |
12.10.2016 | 2.79% | 0.32 | 0.33 | 125'000 | 125'000 | 125'000 | 125'000 | 44'167 | 45'417 | 99.38% | 99.38% |