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 | - | - |
21.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.10.2016 | 77.82% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'046 | 37'046 | 79.31% | 96.88% |
19.10.2016 | 31.05% | 0.01 | 0.02 | 825'000 | 825'000 | 825'000 | 825'000 | 23'801 | 32'051 | 94.29% | 94.29% |
18.10.2016 | 16.41% | 0.04 | 0.05 | 450'000 | 450'000 | 449'996 | 450'000 | 25'925 | 30'425 | 100.00% | 100.00% |
17.10.2016 | 10.79% | 0.10 | 0.11 | 825'000 | 825'000 | 825'000 | 824'999 | 73'112 | 81'362 | 100.00% | 100.00% |
14.10.2016 | 18.09% | 0.05 | 0.06 | 400'000 | 400'000 | 400'000 | 400'000 | 20'980 | 24'980 | 98.93% | 98.93% |
13.10.2016 | 6.62% | 0.14 | 0.15 | 625'000 | 625'000 | 625'000 | 625'000 | 92'380 | 98'630 | 97.18% | 97.18% |
12.10.2016 | 12.34% | 0.08 | 0.09 | 875'000 | 875'000 | 875'000 | 875'000 | 66'901 | 75'651 | 100.00% | 100.00% |
11.10.2016 | 19.79% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'083 | 56'083 | 100.00% | 100.00% |