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 | - | - |
20.10.2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.10.2017 | 7.33% | 0.09 | 0.10 | 500'000 | 100'000 | 384'188 | 100'000 | 50'609 | 14'437 | 77.97% | 77.97% |
18.10.2017 | 5.35% | 0.19 | 0.20 | 270'000 | 100'000 | 245'031 | 100'000 | 50'384 | 21'720 | 100.00% | 100.00% |
17.10.2017 | 5.78% | 0.23 | 0.24 | 220'000 | 100'000 | 245'454 | 100'000 | 50'539 | 21'921 | 100.00% | 100.00% |
16.10.2017 | 6.81% | 0.17 | 0.18 | 300'000 | 100'000 | 286'833 | 100'000 | 50'836 | 19'008 | 99.94% | 99.94% |
13.10.2017 | 5.76% | 0.20 | 0.22 | 250'000 | 100'000 | 253'902 | 100'000 | 50'261 | 20'980 | 100.00% | 100.00% |
12.10.2017 | 5.43% | 0.21 | 0.22 | 240'000 | 100'000 | 241'419 | 100'000 | 50'339 | 22'021 | 100.00% | 100.00% |
11.10.2017 | 4.74% | 0.22 | 0.23 | 230'000 | 100'000 | 217'853 | 100'000 | 50'545 | 24'343 | 100.00% | 100.00% |
10.10.2017 | 3.95% | 0.24 | 0.25 | 210'000 | 100'000 | 203'508 | 100'000 | 50'576 | 25'883 | 100.00% | 100.00% |