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 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.91% |
19.11.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.57% |
18.11.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 97.89% |
17.11.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 98.15% |
16.11.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.52% |
13.11.2015 | - | - | 0.02 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 95.58% |
12.11.2015 | 89.81% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 8'834 | 22'573 | 30.95% | 97.86% |
11.11.2015 | 44.61% | 0.01 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 18'120 | 27'040 | 95.80% | 98.50% |
10.11.2015 | 99.82% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 7'522 | 22'500 | 9.56% | 85.40% |