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 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 99.60% | 99.60% |
17.03.2016 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 99.18% | 99.18% |
16.03.2016 | 46.50% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'756 | 2'756 | 96.86% | 96.86% |
15.03.2016 | 46.21% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'767 | 2'767 | 98.76% | 98.76% |
14.03.2016 | 31.55% | 0.02 | 0.03 | 100'000 | 100'000 | 99'960 | 100'000 | 2'850 | 3'852 | 98.69% | 98.69% |
11.03.2016 | 20.92% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 4'341 | 5'341 | 98.13% | 98.13% |
10.03.2016 | 18.68% | 0.04 | 0.05 | 100'000 | 100'000 | 100'000 | 100'000 | 4'893 | 5'893 | 96.26% | 96.26% |
09.03.2016 | 13.99% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 6'726 | 7'726 | 96.60% | 96.60% |
08.03.2016 | 8.33% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 11'868 | 12'868 | 97.71% | 97.71% |