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 | - | - |
18.03.2016 | 47.60% | 0.02 | 0.04 | 450'000 | 450'000 | 449'265 | 450'000 | 11'075 | 17'519 | 94.72% | 94.72% |
17.03.2016 | 77.53% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 961'841 | 1'000'000 | 16'626 | 33'855 | 52.38% | 86.95% |
16.03.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 91.91% |
15.03.2016 | 100.00% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 30'000 | 48.22% | 91.94% |
14.03.2016 | 39.83% | 0.01 | 0.03 | 875'000 | 875'000 | 874'603 | 875'000 | 24'096 | 34'158 | 96.31% | 96.31% |
11.03.2016 | 17.78% | 0.05 | 0.06 | 650'000 | 650'000 | 650'000 | 649'177 | 33'521 | 39'972 | 98.26% | 98.26% |
10.03.2016 | 26.01% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'022 | 45'022 | 97.58% | 97.58% |
09.03.2016 | 27.78% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 999'240 | 1'000'000 | 31'223 | 41'246 | 95.58% | 95.58% |
08.03.2016 | 15.90% | 0.05 | 0.06 | 500'000 | 500'000 | 499'967 | 500'000 | 30'683 | 35'684 | 66.70% | 66.70% |