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 | - | - |
25.01.2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24.01.2018 | 39.52% | 0.01 | 0.04 | 500'000 | 300'000 | 499'997 | 299'992 | 15'098 | 13'013 | 4.11% | 4.11% |
23.01.2018 | 15.25% | 0.10 | 0.11 | 500'000 | 300'000 | 463'605 | 300'000 | 38'101 | 28'944 | 94.39% | 96.81% |
22.01.2018 | 4.34% | 0.21 | 0.20 | 300'000 | 200'000 | 300'000 | 300'000 | 68'293 | 71'300 | 91.08% | 100.00% |
19.01.2018 | 3.77% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 78'547 | 81'547 | 99.25% | 99.25% |
18.01.2018 | 2.94% | 0.33 | 0.34 | 300'000 | 300'000 | 300'000 | 300'000 | 100'777 | 103'777 | 99.50% | 99.50% |
17.01.2018 | 2.84% | 0.38 | 0.39 | 300'000 | 300'000 | 300'000 | 300'000 | 104'682 | 107'682 | 99.19% | 99.19% |
16.01.2018 | 5.32% | 0.30 | 0.31 | 300'000 | 300'000 | 319'146 | 300'000 | 60'354 | 60'784 | 99.57% | 99.57% |
15.01.2018 | 5.68% | 0.15 | 0.16 | 340'000 | 300'000 | 306'272 | 300'000 | 52'502 | 54'515 | 100.00% | 100.00% |