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 | 65.70% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'362 | 20'362 | 91.36% | 100.00% |
17.03.2016 | 57.99% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'253 | 23'253 | 28.92% | 100.00% |
16.03.2016 | 32.53% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'535 | 36'535 | 100.00% | 100.00% |
15.03.2016 | 38.40% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 999'987 | 1'000'000 | 21'402 | 31'402 | 99.94% | 99.94% |
14.03.2016 | 29.60% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 29'113 | 39'113 | 100.00% | 100.00% |
11.03.2016 | 21.87% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'874 | 50'874 | 99.98% | 99.98% |
10.03.2016 | 19.06% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 49'941 | 59'941 | 99.62% | 99.62% |
09.03.2016 | 17.36% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'953 | 62'953 | 99.95% | 99.95% |
08.03.2016 | 22.00% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'561 | 50'561 | 99.99% | 99.99% |