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 | - | - |
11.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
10.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
09.11.2016 | 4.41% | 0.17 | 0.25 | 300'000 | 50'000 | 141'051 | 50'000 | 51'841 | 21'663 | 55.83% | 97.97% |
08.11.2016 | 3.08% | 0.25 | 0.27 | 200'000 | 100'000 | 162'776 | 100'000 | 51'987 | 32'983 | 99.90% | 99.99% |
07.11.2016 | 2.10% | 0.41 | 0.42 | 130'000 | 100'000 | 111'491 | 100'000 | 52'478 | 48'123 | 98.07% | 98.07% |
04.11.2016 | 1.47% | 0.63 | 0.64 | 100'000 | 100'000 | 100'000 | 100'000 | 67'600 | 68'600 | 95.94% | 95.94% |
03.11.2016 | 1.61% | 0.64 | 0.65 | 100'000 | 100'000 | 100'000 | 100'000 | 61'630 | 62'630 | 99.82% | 99.82% |
02.11.2016 | 1.60% | 0.60 | 0.61 | 100'000 | 100'000 | 100'000 | 100'000 | 62'006 | 63'006 | 99.98% | 99.98% |
01.11.2016 | 2.15% | 0.55 | 0.56 | 100'000 | 100'000 | 114'144 | 100'000 | 52'447 | 47'139 | 97.10% | 97.10% |