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 | - | - |
30.11.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.11.2015 | 9.27% | 0.10 | 0.12 | 500'000 | 100'000 | 380'342 | 100'000 | 50'747 | 14'927 | 47.52% | 47.52% |
26.11.2015 | 9.07% | 0.13 | 0.15 | 390'000 | 100'000 | 387'898 | 100'000 | 50'647 | 14'385 | 100.00% | 100.00% |
25.11.2015 | 7.74% | 0.15 | 0.16 | 340'000 | 100'000 | 289'933 | 100'000 | 50'817 | 19'717 | 99.70% | 99.70% |
24.11.2015 | 4.28% | 0.28 | 0.29 | 200'000 | 100'000 | 200'592 | 100'000 | 55'876 | 29'085 | 100.00% | 100.00% |
23.11.2015 | 6.82% | 0.18 | 0.19 | 280'000 | 100'000 | 291'873 | 100'000 | 50'869 | 18'718 | 100.00% | 100.00% |
20.11.2015 | 8.12% | 0.13 | 0.15 | 390'000 | 100'000 | 348'288 | 100'000 | 50'822 | 16'005 | 100.00% | 100.00% |
19.11.2015 | 10.25% | 0.19 | 0.20 | 270'000 | 100'000 | 367'876 | 100'000 | 50'632 | 15'376 | 100.00% | 100.00% |
18.11.2015 | 7.15% | 0.16 | 0.17 | 320'000 | 100'000 | 285'889 | 100'000 | 50'715 | 19'120 | 100.00% | 100.00% |