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 | 7.05% | 0.11 | 0.12 | 460'000 | 50'000 | 349'402 | 50'000 | 50'912 | 7'905 | 2.26% | 2.26% |
20.10.2016 | 3.75% | 0.22 | 0.23 | 230'000 | 50'000 | 177'493 | 49'828 | 51'289 | 15'595 | 96.76% | 96.91% |
19.10.2016 | 2.89% | 0.42 | 0.43 | 120'000 | 50'000 | 131'148 | 50'000 | 51'469 | 20'225 | 94.31% | 94.31% |
18.10.2016 | 3.56% | 0.37 | 0.38 | 140'000 | 50'000 | 149'182 | 50'000 | 51'812 | 18'041 | 100.00% | 100.00% |
17.10.2016 | 3.48% | 0.32 | 0.33 | 160'000 | 50'000 | 161'721 | 50'000 | 51'535 | 16'503 | 100.00% | 100.00% |
14.10.2016 | 2.85% | 0.34 | 0.35 | 150'000 | 50'000 | 145'234 | 50'000 | 51'271 | 18'177 | 100.00% | 100.00% |
13.10.2016 | 2.74% | 0.35 | 0.36 | 150'000 | 50'000 | 136'894 | 50'000 | 51'456 | 19'367 | 100.00% | 100.00% |
12.10.2016 | 2.31% | 0.41 | 0.42 | 130'000 | 50'000 | 119'933 | 50'000 | 53'002 | 22'625 | 100.00% | 100.00% |