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 | - | - |
26.08.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25.08.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24.08.2016 | 44.29% | 0.01 | 0.03 | 100'000 | 100'000 | 499'801 | 100'000 | 18'441 | 5'689 | 99.25% | 99.25% |
23.08.2016 | 34.64% | 0.05 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 24'120 | 6'824 | 100.00% | 100.00% |
22.08.2016 | 38.71% | 0.04 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 22'527 | 6'505 | 99.99% | 99.99% |
19.08.2016 | 30.21% | 0.05 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 28'715 | 7'743 | 100.00% | 100.00% |
18.08.2016 | 23.35% | 0.07 | 0.09 | 500'000 | 100'000 | 500'000 | 99'836 | 38'201 | 9'629 | 100.00% | 100.00% |
17.08.2016 | 27.47% | 0.05 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 31'859 | 8'372 | 100.00% | 100.00% |
16.08.2016 | 20.52% | 0.09 | 0.11 | 500'000 | 100'000 | 500'000 | 100'000 | 43'982 | 10'796 | 100.00% | 100.00% |