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 | - | - |
19.01.2017 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18.01.2017 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 0.73% | 99.94% |
17.01.2017 | 36.12% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'932 | 999'909 | 23'453 | 33'452 | 99.51% | 99.51% |
16.01.2017 | 12.72% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 999'947 | 74'965 | 84'960 | 100.00% | 100.00% |
13.01.2017 | 7.69% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 999'986 | 1'000'000 | 126'040 | 136'042 | 99.96% | 99.96% |
12.01.2017 | 10.79% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 999'982 | 88'311 | 98'309 | 99.95% | 99.95% |
11.01.2017 | 5.60% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 999'992 | 1'000'000 | 174'374 | 184'376 | 99.91% | 99.91% |
10.01.2017 | 7.19% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 999'992 | 134'925 | 144'924 | 99.99% | 99.99% |
09.01.2017 | 7.23% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 133'772 | 143'772 | 98.10% | 98.10% |