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 | - | 0.87 | - | 200'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 36.07% |
10.03.2016 | 2.14% | 0.87 | 0.89 | 200'000 | 200'000 | 193'292 | 193'292 | 178'509 | 182'375 | 95.78% | 95.78% |
09.03.2016 | 2.12% | 0.91 | 0.93 | 200'000 | 200'000 | 200'000 | 200'000 | 187'094 | 191'094 | 99.38% | 99.38% |
08.03.2016 | 2.29% | 0.89 | 0.91 | 200'000 | 200'000 | 200'000 | 200'000 | 172'484 | 176'484 | 99.58% | 99.58% |
07.03.2016 | 2.32% | 0.85 | 0.87 | 200'000 | 200'000 | 200'000 | 200'000 | 170'577 | 174'577 | 95.25% | 95.25% |
04.03.2016 | 2.21% | 0.83 | 0.85 | 200'000 | 200'000 | 200'000 | 200'000 | 178'995 | 182'995 | 91.33% | 91.33% |
03.03.2016 | 1.96% | 0.97 | 0.99 | 200'000 | 200'000 | 200'000 | 200'000 | 203'254 | 207'277 | 100.00% | 100.00% |
02.03.2016 | 1.88% | 1.04 | 1.06 | 200'000 | 200'000 | 200'000 | 200'000 | 210'475 | 214'475 | 99.96% | 99.96% |
01.03.2016 | 1.90% | 1.07 | 1.09 | 200'000 | 200'000 | 200'000 | 200'000 | 208'105 | 212'105 | 99.17% | 99.17% |