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 | - | - |
17.11.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.11.2015 | - | 0.12 | 0.13 | 80'000 | 80'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13.11.2015 | 4.25% | 0.21 | 0.22 | 80'000 | 80'000 | 80'000 | 79'999 | 18'493 | 19'292 | 98.75% | 98.75% |
12.11.2015 | 3.03% | 0.33 | 0.34 | 80'000 | 80'000 | 80'000 | 80'000 | 26'040 | 26'840 | 99.34% | 99.34% |
11.11.2015 | 2.83% | 0.35 | 0.36 | 80'000 | 80'000 | 80'000 | 80'000 | 27'907 | 28'707 | 100.00% | 100.00% |
10.11.2015 | 3.26% | 0.31 | 0.32 | 80'000 | 80'000 | 80'000 | 80'000 | 24'266 | 25'066 | 99.05% | 99.05% |
09.11.2015 | 2.21% | 0.39 | 0.40 | 80'000 | 80'000 | 80'000 | 79'999 | 35'766 | 36'565 | 100.00% | 100.00% |
06.11.2015 | 2.38% | 0.45 | 0.46 | 80'000 | 80'000 | 80'000 | 79'995 | 33'258 | 34'056 | 99.22% | 99.22% |
05.11.2015 | 1.61% | 0.61 | 0.62 | 80'000 | 80'000 | 80'000 | 80'000 | 49'195 | 49'995 | 98.73% | 98.73% |