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 | 0.58% | 1.77 | 1.78 | 250'000 | 250'000 | 250'000 | 250'000 | 433'323 | 435'823 | 98.81% | 98.81% |
19.11.2015 | 0.56% | 1.71 | 1.72 | 250'000 | 250'000 | 250'000 | 250'000 | 448'366 | 450'866 | 99.50% | 99.50% |
18.11.2015 | 0.72% | 1.47 | 1.48 | 250'000 | 250'000 | 250'000 | 250'000 | 347'132 | 349'632 | 97.86% | 97.86% |
17.11.2015 | 0.75% | 1.41 | 1.42 | 250'000 | 250'000 | 250'000 | 250'000 | 334'201 | 336'701 | 98.12% | 98.12% |
16.11.2015 | 1.04% | 0.89 | 0.90 | 300'000 | 300'000 | 300'000 | 300'000 | 288'320 | 291'320 | 99.52% | 99.52% |
13.11.2015 | 1.02% | 0.90 | 0.91 | 300'000 | 300'000 | 300'000 | 300'000 | 295'584 | 298'584 | 95.58% | 95.58% |
12.11.2015 | 0.81% | 1.21 | 1.22 | 250'000 | 250'000 | 250'513 | 250'513 | 307'539 | 310'044 | 97.99% | 97.99% |
11.11.2015 | 0.70% | 1.31 | 1.32 | 250'000 | 250'000 | 250'000 | 250'000 | 358'901 | 361'401 | 98.65% | 98.65% |
10.11.2015 | 0.86% | 1.22 | 1.23 | 300'000 | 300'000 | 300'000 | 300'000 | 347'858 | 350'858 | 99.31% | 99.31% |