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 | 4.83% | 0.03 | 0.05 | 500'000 | 500'000 | 500'000 | 499'985 | 114'645 | 119'667 | 34.98% | 34.98% |
22.10.2015 | 1.14% | 0.54 | 0.55 | 500'000 | 500'000 | 500'000 | 499'996 | 462'134 | 467'132 | 94.65% | 94.65% |
21.10.2015 | 0.87% | 1.14 | 1.15 | 500'000 | 500'000 | 499'999 | 499'999 | 577'264 | 582'264 | 99.50% | 99.50% |
20.10.2015 | 0.76% | 1.29 | 1.30 | 500'000 | 500'000 | 500'000 | 500'000 | 654'267 | 659'267 | 99.08% | 99.08% |
19.10.2015 | 0.80% | 1.23 | 1.24 | 500'000 | 500'000 | 500'000 | 500'000 | 622'936 | 627'936 | 99.67% | 99.67% |
16.10.2015 | 0.73% | 1.42 | 1.43 | 500'000 | 500'000 | 500'000 | 500'000 | 688'374 | 693'374 | 99.59% | 99.59% |
15.10.2015 | 0.66% | 1.50 | 1.51 | 500'000 | 500'000 | 500'000 | 500'000 | 752'585 | 757'585 | 99.49% | 99.49% |
14.10.2015 | 0.59% | 1.77 | 1.78 | 500'000 | 500'000 | 500'000 | 500'000 | 850'507 | 855'507 | 99.00% | 99.00% |