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 | - | - |
19.08.2016 | - | 0.01 | 0.01 | 500'000 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.08.2016 | 38.74% | 0.02 | 0.03 | 500'000 | 500'000 | 499'943 | 500'000 | 10'685 | 15'687 | 100.00% | 100.00% |
17.08.2016 | 43.57% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 499'943 | 9'331 | 14'330 | 98.08% | 98.08% |
16.08.2016 | 39.72% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'217 | 15'217 | 100.00% | 100.00% |
15.08.2016 | 30.43% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 14'231 | 19'231 | 99.69% | 99.69% |
12.08.2016 | 19.63% | 0.04 | 0.05 | 500'000 | 500'000 | 499'993 | 500'000 | 24'208 | 29'208 | 99.50% | 99.50% |
11.08.2016 | 40.83% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 9'844 | 14'844 | 100.00% | 100.00% |
10.08.2016 | 54.40% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 7'542 | 12'542 | 98.66% | 100.00% |
09.08.2016 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |