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 | - | - |
11.03.2016 | - | 0.02 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 36.07% |
10.03.2016 | 60.38% | 0.02 | 0.04 | 200'000 | 200'000 | 193'298 | 193'298 | 4'598 | 8'464 | 95.77% | 95.77% |
09.03.2016 | 50.10% | 0.03 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 5'989 | 9'989 | 99.38% | 99.38% |
08.03.2016 | 53.45% | 0.03 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 5'586 | 9'586 | 99.58% | 99.58% |
07.03.2016 | 56.85% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 5'178 | 9'178 | 95.25% | 95.25% |
04.03.2016 | 51.77% | 0.02 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 5'949 | 9'949 | 91.33% | 91.33% |
03.03.2016 | 24.17% | 0.05 | 0.07 | 200'000 | 200'000 | 200'000 | 200'000 | 14'698 | 18'654 | 99.99% | 99.99% |
02.03.2016 | 10.79% | 0.09 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 20'866 | 23'228 | 99.96% | 99.96% |
01.03.2016 | 12.99% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 20'167 | 22'905 | 99.15% | 99.15% |