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 | - | - |
25.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24.11.2016 | 9.21% | 0.13 | 0.15 | 390'000 | 200'000 | 342'854 | 200'000 | 50'811 | 32'589 | 13.25% | 13.25% |
23.11.2016 | 8.94% | 0.15 | 0.17 | 340'000 | 200'000 | 318'164 | 200'000 | 51'001 | 35'228 | 100.00% | 100.00% |
22.11.2016 | 8.54% | 0.16 | 0.17 | 320'000 | 200'000 | 303'415 | 200'000 | 50'950 | 36'889 | 100.00% | 100.00% |
21.11.2016 | 6.76% | 0.23 | 0.25 | 220'000 | 200'000 | 222'354 | 200'000 | 50'556 | 48'712 | 100.00% | 100.00% |
18.11.2016 | 5.44% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 54'476 | 57'513 | 99.97% | 99.97% |
17.11.2016 | 4.52% | 0.29 | 0.31 | 200'000 | 200'000 | 200'000 | 200'000 | 62'067 | 64'932 | 100.00% | 100.00% |
16.11.2016 | 5.83% | 0.31 | 0.32 | 200'000 | 200'000 | 201'594 | 200'000 | 52'502 | 55'245 | 100.00% | 100.00% |
15.11.2016 | 5.67% | 0.26 | 0.27 | 200'000 | 200'000 | 208'312 | 200'000 | 50'547 | 51'441 | 99.80% | 99.80% |