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 | - | - |
27.10.2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26.10.2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25.10.2017 | 9.74% | 0.02 | 0.04 | 500'000 | 500'000 | 499'426 | 499'997 | 51'587 | 56'656 | 85.95% | 85.95% |
24.10.2017 | 5.84% | 0.13 | 0.14 | 500'000 | 500'000 | 499'811 | 498'263 | 84'658 | 89'357 | 100.00% | 100.00% |
23.10.2017 | 3.84% | 0.26 | 0.27 | 482'000 | 500'000 | 499'998 | 499'999 | 128'936 | 133'936 | 100.00% | 100.00% |
19.10.2017 | 3.99% | 0.22 | 0.23 | 500'000 | 500'000 | 499'217 | 499'961 | 125'298 | 130'469 | 100.00% | 100.00% |
18.10.2017 | 2.89% | 0.36 | 0.37 | 500'000 | 500'000 | 500'000 | 500'000 | 171'321 | 176'321 | 100.00% | 100.00% |
17.10.2017 | 3.36% | 0.30 | 0.31 | 500'000 | 500'000 | 499'183 | 500'000 | 147'765 | 152'978 | 98.84% | 98.84% |
16.10.2017 | 3.04% | 0.30 | 0.31 | 500'000 | 500'000 | 499'999 | 499'984 | 162'666 | 167'661 | 100.00% | 100.00% |