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 | - | - |
18.08.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 70.55% |
17.08.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.73% |
16.08.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
15.08.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 96.01% |
12.08.2016 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.65% |
11.08.2016 | 75.99% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'092 | 6'938 | 41.93% | 98.67% |
10.08.2016 | 81.13% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 5'918 | 8'293 | 98.74% | 98.74% |
09.08.2016 | 40.17% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 13'118 | 11'724 | 97.34% | 97.34% |
08.08.2016 | 33.47% | 0.04 | 0.05 | 500'000 | 300'000 | 500'000 | 300'000 | 16'978 | 14'242 | 99.64% | 99.64% |