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 | 0.35% | 2.86 | 2.87 | 250'000 | 250'000 | 250'000 | 250'000 | 704'411 | 706'911 | 98.74% | 98.74% |
19.11.2015 | 0.35% | 2.80 | 2.81 | 250'000 | 250'000 | 250'000 | 250'000 | 720'422 | 722'922 | 99.50% | 99.50% |
18.11.2015 | 0.40% | 2.56 | 2.57 | 250'000 | 250'000 | 250'000 | 250'000 | 617'590 | 620'090 | 97.83% | 97.83% |
17.11.2015 | 0.41% | 2.49 | 2.50 | 250'000 | 250'000 | 250'000 | 250'000 | 603'406 | 605'906 | 98.11% | 98.11% |
16.11.2015 | 0.50% | 1.95 | 1.96 | 250'000 | 250'000 | 250'000 | 250'000 | 503'480 | 505'980 | 99.52% | 99.52% |
13.11.2015 | 0.49% | 1.94 | 1.95 | 250'000 | 250'000 | 250'000 | 250'000 | 506'075 | 508'575 | 95.57% | 95.57% |
12.11.2015 | 0.44% | 2.26 | 2.27 | 250'000 | 250'000 | 250'000 | 250'000 | 570'804 | 573'304 | 97.99% | 97.99% |
11.11.2015 | 0.40% | 2.37 | 2.38 | 250'000 | 250'000 | 250'000 | 250'000 | 625'055 | 627'555 | 98.66% | 98.66% |
10.11.2015 | 0.45% | 2.26 | 2.27 | 250'000 | 250'000 | 250'000 | 250'000 | 549'555 | 552'055 | 99.31% | 99.31% |