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 | - | 0.62 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 36.07% |
10.03.2016 | 2.93% | 0.63 | 0.65 | 200'000 | 200'000 | 193'291 | 193'291 | 130'216 | 134'082 | 95.78% | 95.78% |
09.03.2016 | 2.88% | 0.66 | 0.68 | 200'000 | 200'000 | 200'000 | 200'000 | 136'955 | 140'955 | 99.38% | 99.38% |
08.03.2016 | 3.21% | 0.64 | 0.66 | 200'000 | 200'000 | 200'000 | 200'000 | 122'704 | 126'704 | 99.58% | 99.58% |
07.03.2016 | 3.26% | 0.60 | 0.62 | 200'000 | 200'000 | 200'000 | 200'000 | 120'704 | 124'704 | 95.25% | 95.25% |
04.03.2016 | 3.05% | 0.58 | 0.60 | 200'000 | 200'000 | 200'000 | 200'000 | 129'548 | 133'548 | 91.33% | 91.33% |
03.03.2016 | 2.58% | 0.72 | 0.74 | 200'000 | 200'000 | 200'000 | 200'000 | 153'287 | 157'287 | 100.00% | 100.00% |
02.03.2016 | 2.46% | 0.79 | 0.81 | 200'000 | 200'000 | 200'000 | 200'000 | 160'456 | 164'456 | 99.96% | 99.96% |
01.03.2016 | 2.50% | 0.82 | 0.84 | 200'000 | 200'000 | 200'000 | 200'000 | 158'122 | 162'122 | 99.13% | 99.13% |