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 | - | - |
19.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.10.2016 | 12.42% | 0.06 | 0.07 | 500'000 | 100'000 | 477'421 | 100'000 | 49'668 | 11'809 | 4.51% | 4.51% |
17.10.2016 | 6.83% | 0.24 | 0.25 | 210'000 | 100'000 | 246'822 | 100'000 | 50'387 | 21'935 | 100.00% | 100.00% |
14.10.2016 | 5.96% | 0.23 | 0.25 | 220'000 | 100'000 | 227'284 | 100'000 | 50'498 | 23'649 | 100.00% | 100.00% |
13.10.2016 | 6.00% | 0.15 | 0.16 | 340'000 | 100'000 | 253'165 | 100'000 | 50'622 | 21'698 | 100.00% | 100.00% |
12.10.2016 | 3.26% | 0.34 | 0.35 | 150'000 | 100'000 | 142'186 | 100'000 | 51'400 | 37'383 | 100.00% | 100.00% |
11.10.2016 | 3.14% | 0.40 | 0.42 | 130'000 | 100'000 | 118'774 | 100'000 | 52'515 | 45'733 | 100.00% | 100.00% |
10.10.2016 | 2.65% | 0.46 | 0.48 | 110'000 | 100'000 | 122'029 | 100'000 | 52'010 | 43'832 | 88.53% | 88.53% |
07.10.2016 | 3.14% | 0.41 | 0.42 | 130'000 | 100'000 | 118'545 | 100'000 | 52'307 | 45'558 | 97.67% | 97.67% |