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 | - | - |
20/01/2017 | - | - | 0,02 | 0 | 1 000 000 | 0 | 0 | 0 | 0 | 0,00% | 100,00% |
19/01/2017 | - | - | 0,02 | 0 | 1 000 000 | 0 | 0 | 0 | 0 | 0,00% | 99,03% |
18/01/2017 | - | - | 0,02 | 0 | 1 000 000 | 0 | 0 | 0 | 0 | 0,00% | 99,62% |
17/01/2017 | - | - | 0,02 | 0 | 1 000 000 | 0 | 0 | 0 | 0 | 0,00% | 100,00% |
16/01/2017 | 66,67% | 0,01 | 0,02 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 10 000 | 20 000 | 95,88% | 99,77% |
13/01/2017 | 23,95% | 0,04 | 0,05 | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 37 589 | 47 589 | 98,52% | 98,52% |
12/01/2017 | 27,67% | 0,03 | 0,04 | 950 000 | 950 000 | 950 000 | 950 000 | 29 853 | 39 353 | 99,40% | 99,40% |
11/01/2017 | 13,06% | 0,10 | 0,11 | 525 000 | 525 000 | 525 000 | 524 997 | 38 711 | 43 961 | 99,79% | 99,79% |
10/01/2017 | 11,49% | 0,07 | 0,08 | 500 000 | 500 000 | 500 000 | 499 519 | 41 344 | 46 306 | 93,94% | 93,94% |