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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.11.2015 | - | - | 0.04 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.47% |
18.11.2015 | 72.63% | 0.01 | 0.02 | 750'000 | 750'000 | 750'000 | 750'000 | 11'349 | 23'028 | 25.27% | 86.21% |
17.11.2015 | 23.29% | 0.02 | 0.03 | 750'000 | 750'000 | 630'363 | 630'363 | 25'258 | 31'584 | 94.80% | 94.80% |
16.11.2015 | 4.77% | 0.22 | 0.23 | 350'000 | 350'000 | 330'312 | 330'312 | 68'300 | 71'603 | 99.32% | 99.32% |
13.11.2015 | 4.46% | 0.22 | 0.23 | 300'000 | 300'000 | 320'615 | 320'615 | 70'669 | 73'875 | 98.54% | 98.54% |
12.11.2015 | 7.61% | 0.12 | 0.13 | 500'000 | 500'000 | 517'981 | 518'010 | 68'987 | 74'173 | 91.29% | 91.29% |
11.11.2015 | 11.49% | 0.09 | 0.10 | 600'000 | 600'000 | 580'871 | 580'871 | 48'425 | 54'234 | 94.28% | 94.28% |
10.11.2015 | 7.23% | 0.14 | 0.15 | 450'000 | 450'000 | 491'605 | 491'605 | 66'208 | 71'124 | 93.72% | 93.72% |