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 | - | - |
27.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26.10.2016 | 39.66% | 0.03 | 0.05 | 500'000 | 50'000 | 500'000 | 50'000 | 20'452 | 3'045 | 36.49% | 36.49% |
25.10.2016 | 22.18% | 0.07 | 0.09 | 500'000 | 50'000 | 500'000 | 50'000 | 40'204 | 5'020 | 100.00% | 100.00% |
24.10.2016 | 28.57% | 0.05 | 0.07 | 500'000 | 50'000 | 500'000 | 50'000 | 30'526 | 4'053 | 100.00% | 100.00% |
21.10.2016 | 21.76% | 0.09 | 0.11 | 500'000 | 50'000 | 500'000 | 50'000 | 41'569 | 5'157 | 100.00% | 100.00% |
20.10.2016 | 14.72% | 0.13 | 0.15 | 390'000 | 50'000 | 396'867 | 49'851 | 50'265 | 7'423 | 100.00% | 100.00% |
19.10.2016 | 8.23% | 0.22 | 0.24 | 230'000 | 50'000 | 216'572 | 50'000 | 50'458 | 12'672 | 93.72% | 93.72% |
18.10.2016 | 7.15% | 0.26 | 0.28 | 200'000 | 50'000 | 189'899 | 50'000 | 51'215 | 14'498 | 100.00% | 100.00% |
17.10.2016 | 7.34% | 0.25 | 0.27 | 200'000 | 50'000 | 195'902 | 50'000 | 51'428 | 14'136 | 100.00% | 100.00% |