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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
20.10.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.08% |
19.10.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 92.16% | 99.73% |
18.10.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 0.85% | 97.15% |
17.10.2016 | 66.67% | 0.01 | 0.02 | 600'000 | 600'000 | 600'000 | 600'000 | 6'000 | 12'000 | 78.23% | 99.49% |
14.10.2016 | 39.68% | 0.02 | 0.03 | 800'000 | 800'000 | 800'000 | 800'000 | 16'223 | 24'223 | 97.54% | 97.54% |
13.10.2016 | 39.74% | 0.02 | 0.03 | 575'000 | 575'000 | 575'000 | 575'000 | 11'708 | 17'458 | 99.45% | 99.45% |
12.10.2016 | 24.09% | 0.03 | 0.04 | 325'000 | 325'000 | 325'000 | 325'000 | 12'072 | 15'322 | 99.07% | 99.07% |
11.10.2016 | 12.17% | 0.06 | 0.07 | 275'000 | 275'000 | 275'000 | 275'000 | 21'319 | 24'069 | 99.88% | 99.88% |