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 | - | - |
24.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21.10.2016 | 14.15% | 0.06 | 0.07 | 300'000 | 300'000 | 297'064 | 297'064 | 19'601 | 22'572 | 10.66% | 10.66% |
20.10.2016 | 7.01% | 0.09 | 0.10 | 300'000 | 300'000 | 300'000 | 300'000 | 42'168 | 45'168 | 96.76% | 96.76% |
19.10.2016 | 6.25% | 0.15 | 0.16 | 300'000 | 300'000 | 300'000 | 300'000 | 46'794 | 49'794 | 99.59% | 99.59% |
18.10.2016 | 5.52% | 0.16 | 0.17 | 300'000 | 300'000 | 300'000 | 300'000 | 53'181 | 56'181 | 99.48% | 99.48% |
17.10.2016 | 5.76% | 0.17 | 0.18 | 300'000 | 300'000 | 299'370 | 299'370 | 50'563 | 53'557 | 99.77% | 99.77% |
14.10.2016 | 5.02% | 0.18 | 0.19 | 300'000 | 300'000 | 300'000 | 300'000 | 58'313 | 61'313 | 99.17% | 99.17% |
13.10.2016 | 4.81% | 0.22 | 0.23 | 300'000 | 300'000 | 299'041 | 299'041 | 60'956 | 63'947 | 98.25% | 98.25% |
12.10.2016 | 4.63% | 0.20 | 0.21 | 300'000 | 300'000 | 300'000 | 300'000 | 63'436 | 66'436 | 100.00% | 100.00% |