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 | - | - |
21.10.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.10.2016 | 43.14% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 9'455 | 14'455 | 82.56% | 100.00% |
19.10.2016 | 37.72% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 10'996 | 15'996 | 100.00% | 100.00% |
18.10.2016 | 26.71% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 17'132 | 22'132 | 99.95% | 99.95% |
17.10.2016 | 40.09% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'123 | 15'123 | 92.98% | 92.98% |
14.10.2016 | 26.27% | 0.04 | 0.05 | 500'000 | 500'000 | 499'986 | 500'000 | 17'865 | 22'865 | 99.98% | 99.98% |
13.10.2016 | 65.83% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 5'157 | 10'157 | 93.03% | 100.00% |
12.10.2016 | 20.12% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 23'133 | 28'133 | 100.00% | 100.00% |
11.10.2016 | 10.57% | 0.06 | 0.07 | 500'000 | 500'000 | 500'000 | 499'992 | 45'743 | 50'742 | 99.99% | 99.99% |