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 | - | - |
20.11.2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.11.2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.11.2017 | 14.17% | 0.06 | 0.07 | 500'000 | 150'000 | 500'000 | 150'000 | 32'993 | 11'398 | 100.00% | 100.00% |
15.11.2017 | 13.25% | 0.07 | 0.08 | 500'000 | 150'000 | 500'000 | 150'000 | 35'690 | 12'207 | 100.00% | 100.00% |
14.11.2017 | 10.21% | 0.08 | 0.09 | 500'000 | 150'000 | 499'669 | 150'000 | 46'611 | 15'494 | 100.00% | 100.00% |
13.11.2017 | 6.74% | 0.13 | 0.14 | 390'000 | 150'000 | 353'693 | 150'000 | 50'742 | 23'110 | 100.00% | 100.00% |
10.11.2017 | 5.91% | 0.14 | 0.15 | 360'000 | 150'000 | 307'451 | 150'000 | 50'850 | 26'505 | 89.73% | 89.73% |
09.11.2017 | 6.38% | 0.15 | 0.16 | 340'000 | 150'000 | 334'988 | 150'000 | 50'921 | 24'406 | 100.00% | 100.00% |
08.11.2017 | 5.89% | 0.17 | 0.18 | 300'000 | 150'000 | 309'826 | 150'000 | 51'035 | 26'263 | 100.00% | 100.00% |