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 | - | - |
17.11.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.11.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.11.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.11.2016 | 55.97% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 499'865 | 7'005 | 12'002 | 33.53% | 100.00% |
11.11.2016 | 52.25% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 7'704 | 12'704 | 94.43% | 99.96% |
10.11.2016 | 29.91% | 0.02 | 0.03 | 500'000 | 500'000 | 499'952 | 499'977 | 15'777 | 20'778 | 98.92% | 98.92% |
09.11.2016 | 52.89% | 0.02 | 0.03 | 500'000 | 500'000 | 332'777 | 332'667 | 5'371 | 8'698 | 83.14% | 98.09% |
08.11.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.31% |
07.11.2016 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |