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 | - | - |
17.03.2016 | 2.11% | 0.44 | 0.45 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 469'757 | 479'757 | 99.50% | 99.50% |
16.03.2016 | 2.17% | 0.45 | 0.46 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 456'412 | 466'412 | 100.00% | 100.00% |
15.03.2016 | 2.12% | 0.46 | 0.47 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 466'442 | 476'442 | 99.87% | 99.87% |
14.03.2016 | 2.07% | 0.46 | 0.47 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 478'621 | 488'621 | 100.00% | 100.00% |
11.03.2016 | 2.09% | 0.49 | 0.50 | 1'000'000 | 1'000'000 | 999'994 | 1'000'000 | 474'455 | 484'458 | 99.68% | 99.68% |
10.03.2016 | 2.15% | 0.52 | 0.53 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 462'167 | 472'167 | 99.13% | 99.13% |
09.03.2016 | 2.07% | 0.49 | 0.50 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 478'363 | 488'363 | 100.00% | 100.00% |
08.03.2016 | 2.18% | 0.47 | 0.48 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 453'598 | 463'598 | 100.00% | 100.00% |
07.03.2016 | 2.14% | 0.47 | 0.48 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 462'692 | 472'692 | 100.00% | 100.00% |