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 | - | - |
26.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25.10.2016 | 10.02% | 0.14 | 0.16 | 360'000 | 200'000 | 335'850 | 200'000 | 50'954 | 33'614 | 2.80% | 2.80% |
24.10.2016 | 6.31% | 0.17 | 0.18 | 300'000 | 200'000 | 237'284 | 200'000 | 50'488 | 45'853 | 100.00% | 100.00% |
21.10.2016 | 5.56% | 0.22 | 0.23 | 230'000 | 200'000 | 204'600 | 200'000 | 52'689 | 54'554 | 100.00% | 100.00% |
20.10.2016 | 3.34% | 0.33 | 0.34 | 200'000 | 200'000 | 199'926 | 199'815 | 63'863 | 65'989 | 93.75% | 97.51% |
19.10.2016 | 3.92% | 0.38 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 75'481 | 78'492 | 93.59% | 93.59% |
18.10.2016 | 4.01% | 0.41 | 0.43 | 200'000 | 200'000 | 200'000 | 200'000 | 80'058 | 83'333 | 100.00% | 100.00% |
17.10.2016 | 3.96% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 74'614 | 77'630 | 100.00% | 100.00% |
14.10.2016 | 3.62% | 0.46 | 0.48 | 200'000 | 200'000 | 200'000 | 200'000 | 89'841 | 93'150 | 100.00% | 100.00% |