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 | - | - |
26.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25.10.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24.10.2016 | 5.70% | 0.25 | 0.27 | 200'000 | 25'000 | 198'345 | 25'000 | 50'928 | 6'801 | 100.00% | 100.00% |
21.10.2016 | 6.25% | 0.27 | 0.28 | 190'000 | 25'000 | 200'891 | 25'000 | 51'390 | 6'816 | 100.00% | 100.00% |
20.10.2016 | 5.99% | 0.27 | 0.29 | 190'000 | 25'000 | 180'893 | 24'979 | 51'324 | 7'544 | 100.00% | 100.00% |
19.10.2016 | 5.32% | 0.33 | 0.34 | 160'000 | 25'000 | 160'973 | 25'000 | 51'924 | 8'512 | 94.19% | 94.19% |
18.10.2016 | 5.40% | 0.32 | 0.33 | 160'000 | 25'000 | 162'946 | 25'000 | 51'919 | 8'413 | 100.00% | 100.00% |
17.10.2016 | 4.93% | 0.32 | 0.33 | 160'000 | 25'000 | 162'337 | 25'000 | 51'849 | 8'395 | 100.00% | 100.00% |
14.10.2016 | 4.48% | 0.36 | 0.38 | 140'000 | 25'000 | 143'684 | 25'000 | 51'460 | 9'369 | 100.00% | 100.00% |