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 | - | - |
17.03.2016 | 9.51% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 103'262 | 113'262 | 99.51% | 99.51% |
16.03.2016 | 3.42% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 287'714 | 297'714 | 100.00% | 100.00% |
15.03.2016 | 3.52% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 279'081 | 289'081 | 99.88% | 99.88% |
14.03.2016 | 3.52% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 278'994 | 288'994 | 100.00% | 100.00% |
11.03.2016 | 3.59% | 0.25 | 0.26 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 274'569 | 284'569 | 99.66% | 99.66% |
10.03.2016 | 2.69% | 0.29 | 0.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 372'048 | 382'048 | 87.87% | 87.87% |
09.03.2016 | 2.42% | 0.38 | 0.39 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 409'722 | 419'722 | 100.00% | 100.00% |
08.03.2016 | 2.89% | 0.34 | 0.35 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 340'825 | 350'825 | 100.00% | 100.00% |
07.03.2016 | 2.42% | 0.40 | 0.41 | 1'000'000 | 1'000'000 | 999'960 | 1'000'000 | 407'901 | 417'917 | 100.00% | 100.00% |