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 | 11.68% | 0.19 | 0.22 | 250'000 | 250'000 | 250'000 | 250'000 | 42'248 | 47'339 | 97.10% | 97.10% |
19.10.2016 | 4.88% | 0.25 | 0.26 | 275'000 | 275'000 | 275'000 | 275'000 | 55'694 | 58'444 | 99.76% | 99.76% |
18.10.2016 | 5.98% | 0.20 | 0.21 | 375'000 | 375'000 | 375'000 | 375'000 | 61'610 | 65'360 | 100.00% | 100.00% |
17.10.2016 | 6.22% | 0.13 | 0.14 | 275'000 | 275'000 | 275'000 | 274'999 | 43'235 | 45'984 | 100.00% | 100.00% |
14.10.2016 | 3.78% | 0.25 | 0.26 | 425'000 | 425'000 | 424'997 | 425'000 | 112'222 | 116'473 | 97.71% | 97.71% |
13.10.2016 | 7.14% | 0.13 | 0.14 | 300'000 | 300'000 | 299'999 | 299'997 | 41'175 | 44'174 | 99.18% | 99.18% |
12.10.2016 | 3.76% | 0.25 | 0.26 | 275'000 | 275'000 | 275'000 | 275'000 | 71'899 | 74'649 | 98.24% | 98.24% |
11.10.2016 | 2.63% | 0.35 | 0.36 | 250'000 | 250'000 | 249'998 | 250'000 | 94'133 | 96'633 | 99.43% | 99.43% |