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 | 29.97% | 0.02 | 0.03 | 100'000 | 100'000 | 99'508 | 99'989 | 2'980 | 3'998 | 78.96% | 79.17% |
17.03.2016 | 18.42% | 0.05 | 0.06 | 100'000 | 100'000 | 99'905 | 100'000 | 5'181 | 6'185 | 99.48% | 99.56% |
16.03.2016 | 9.43% | 0.10 | 0.11 | 100'000 | 100'000 | 99'940 | 100'000 | 10'159 | 11'166 | 99.45% | 99.45% |
15.03.2016 | 8.01% | 0.10 | 0.11 | 100'000 | 100'000 | 99'980 | 100'000 | 12'094 | 13'096 | 98.56% | 98.56% |
14.03.2016 | 6.43% | 0.13 | 0.14 | 100'000 | 100'000 | 99'952 | 99'994 | 15'174 | 16'181 | 99.99% | 99.99% |
11.03.2016 | 5.06% | 0.18 | 0.19 | 100'000 | 100'000 | 99'956 | 99'983 | 19'369 | 20'374 | 99.93% | 99.93% |
10.03.2016 | 4.24% | 0.19 | 0.20 | 100'000 | 100'000 | 99'969 | 100'000 | 23'149 | 24'156 | 96.30% | 96.30% |
09.03.2016 | 4.22% | 0.24 | 0.25 | 100'000 | 100'000 | 99'954 | 100'000 | 23'206 | 24'217 | 98.11% | 98.11% |
08.03.2016 | 4.29% | 0.21 | 0.22 | 100'000 | 100'000 | 99'870 | 99'993 | 22'835 | 23'861 | 98.30% | 98.30% |