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 | - | - |
22.11.2017 | - | 0.34 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
21.11.2017 | 2.34% | 0.34 | 0.35 | 100'000 | 100'000 | 100'000 | 99'998 | 42'518 | 43'517 | 25.63% | 99.13% |
20.11.2017 | 2.05% | 0.42 | 0.43 | 100'000 | 100'000 | 99'768 | 99'960 | 48'775 | 49'853 | 99.84% | 99.84% |
17.11.2017 | 1.35% | 0.74 | 0.75 | 100'000 | 100'000 | 99'995 | 100'000 | 73'864 | 74'868 | 99.84% | 99.84% |
16.11.2017 | 1.31% | 0.72 | 0.73 | 100'000 | 100'000 | 100'000 | 99'945 | 75'922 | 76'880 | 100.00% | 100.00% |
15.11.2017 | 1.12% | 0.86 | 0.87 | 100'000 | 100'000 | 99'970 | 99'975 | 89'101 | 90'103 | 99.73% | 99.73% |
14.11.2017 | 1.31% | 0.76 | 0.77 | 100'000 | 100'000 | 99'936 | 99'983 | 76'131 | 77'167 | 100.00% | 100.00% |
13.11.2017 | 1.34% | 0.72 | 0.73 | 100'000 | 100'000 | 99'998 | 99'973 | 74'256 | 75'237 | 100.00% | 100.00% |
10.11.2017 | 1.32% | 0.77 | 0.78 | 100'000 | 100'000 | 100'000 | 99'908 | 75'646 | 76'575 | 100.00% | 100.00% |