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 | - | - |
28.10.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.10.2015 | 40.95% | 0.33 | 0.49 | 100'000 | 100'000 | 43'090 | 43'090 | 13'937 | 21'109 | 62.34% | 62.34% |
26.10.2015 | 59.80% | 0.28 | 0.44 | 100'000 | 100'000 | 61'543 | 61'543 | 18'657 | 33'636 | 98.52% | 98.52% |
23.10.2015 | 60.92% | 0.27 | 0.48 | 100'000 | 100'000 | 55'790 | 55'790 | 14'295 | 26'454 | 96.66% | 96.66% |
22.10.2015 | 60.79% | 0.24 | 0.42 | 100'000 | 100'000 | 55'669 | 55'669 | 14'434 | 26'926 | 97.17% | 97.17% |
21.10.2015 | 73.83% | 0.29 | 0.61 | 100'000 | 100'000 | 56'049 | 56'049 | 15'836 | 34'239 | 94.91% | 94.91% |
20.10.2015 | 33.64% | 0.30 | 0.55 | 100'000 | 100'000 | 56'072 | 56'072 | 21'037 | 30'276 | 94.38% | 94.38% |
19.10.2015 | 20.74% | 0.38 | 0.47 | 100'000 | 100'000 | 55'539 | 55'539 | 21'092 | 26'039 | 98.74% | 98.74% |
16.10.2015 | 4.10% | 0.32 | 0.40 | 100'000 | 100'000 | 55'977 | 55'977 | 17'540 | 18'447 | 93.06% | 93.06% |