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 | - | - |
26.10.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2015 | 5.67% | 0.34 | 0.35 | 200'000 | 200'000 | 200'000 | 200'000 | 68'000 | 71'970 | 0.13% | 0.13% |
22.10.2015 | 3.30% | 0.38 | 0.39 | 200'000 | 200'000 | 200'000 | 200'000 | 90'853 | 93'886 | 99.05% | 99.05% |
21.10.2015 | 2.99% | 0.52 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 100'723 | 103'776 | 100.00% | 100.00% |
20.10.2015 | 3.13% | 0.51 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 103'429 | 106'720 | 100.00% | 100.00% |
19.10.2015 | 3.26% | 0.50 | 0.51 | 200'000 | 200'000 | 200'000 | 200'000 | 92'794 | 95'852 | 51.74% | 51.74% |
16.10.2015 | 2.86% | 0.52 | 0.53 | 200'000 | 200'000 | 200'000 | 200'000 | 104'111 | 107'137 | 99.94% | 99.94% |
15.10.2015 | 3.98% | 0.35 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 72'726 | 75'676 | 99.73% | 99.73% |
14.10.2015 | 3.80% | 0.43 | 0.45 | 200'000 | 200'000 | 200'000 | 200'000 | 78'473 | 81'513 | 100.00% | 100.00% |