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 | - | - |
29.08.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26.08.2016 | 27.40% | 0.13 | 0.17 | 390'000 | 25'000 | 401'567 | 25'000 | 50'584 | 4'154 | 0.10% | 0.10% |
25.08.2016 | 4.81% | 0.43 | 0.45 | 120'000 | 50'000 | 128'990 | 50'000 | 52'329 | 21'291 | 100.00% | 100.00% |
24.08.2016 | 4.42% | 0.44 | 0.46 | 120'000 | 50'000 | 119'661 | 50'000 | 52'956 | 23'130 | 100.00% | 100.00% |
23.08.2016 | 4.14% | 0.47 | 0.49 | 110'000 | 50'000 | 110'000 | 50'000 | 52'006 | 24'639 | 100.00% | 100.00% |
22.08.2016 | 4.41% | 0.46 | 0.48 | 110'000 | 50'000 | 119'444 | 50'000 | 53'039 | 23'206 | 100.00% | 100.00% |
19.08.2016 | 4.23% | 0.46 | 0.48 | 110'000 | 50'000 | 111'142 | 50'000 | 51'379 | 24'120 | 100.00% | 100.00% |
18.08.2016 | 4.11% | 0.49 | 0.51 | 110'000 | 50'000 | 110'000 | 49'918 | 52'598 | 24'870 | 100.00% | 100.00% |
17.08.2016 | 4.37% | 0.43 | 0.45 | 120'000 | 50'000 | 117'749 | 50'000 | 52'720 | 23'491 | 100.00% | 100.00% |