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 | - | - |
20.11.2015 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.11.2015 | 44.93% | 0.01 | 0.02 | 750'000 | 100'000 | 749'969 | 749'969 | 15'009 | 23'272 | 77.11% | 99.47% |
18.11.2015 | 20.87% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 32'764 | 40'264 | 99.53% | 99.53% |
17.11.2015 | 19.64% | 0.05 | 0.06 | 750'000 | 750'000 | 750'000 | 750'000 | 34'794 | 42'294 | 99.01% | 99.01% |
16.11.2015 | 19.84% | 0.06 | 0.07 | 750'000 | 750'000 | 750'000 | 750'000 | 34'776 | 42'276 | 98.13% | 98.13% |
13.11.2015 | 11.48% | 0.09 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 61'917 | 69'417 | 99.19% | 99.19% |
12.11.2015 | 11.93% | 0.09 | 0.10 | 750'000 | 750'000 | 750'000 | 750'000 | 59'666 | 67'166 | 99.61% | 99.61% |
11.11.2015 | 11.63% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 60'858 | 68'358 | 99.53% | 99.53% |
10.11.2015 | 12.40% | 0.08 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 57'337 | 64'837 | 99.83% | 99.83% |