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 | - | - |
01.12.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30.11.2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29.11.2016 | 5.35% | 0.12 | 0.13 | 300'000 | 300'000 | 299'681 | 299'956 | 55'867 | 58'919 | 100.00% | 100.00% |
28.11.2016 | 4.47% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 66'930 | 69'930 | 100.00% | 100.00% |
25.11.2016 | 4.12% | 0.22 | 0.23 | 300'000 | 300'000 | 300'000 | 300'000 | 71'392 | 74'392 | 100.00% | 100.00% |
24.11.2016 | 3.51% | 0.24 | 0.25 | 300'000 | 300'000 | 300'000 | 300'000 | 84'074 | 87'074 | 99.76% | 99.76% |
23.11.2016 | 5.30% | 0.33 | 0.34 | 300'000 | 300'000 | 300'000 | 299'996 | 60'405 | 63'404 | 99.73% | 99.73% |
22.11.2016 | 6.34% | 0.18 | 0.19 | 300'000 | 300'000 | 299'988 | 300'000 | 46'456 | 49'459 | 99.67% | 99.67% |
21.11.2016 | 2.38% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 299'999 | 126'211 | 129'210 | 100.00% | 100.00% |