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 | 0.61% | 1.76 | 1.77 | 500'000 | 500'000 | 500'000 | 500'000 | 867'033 | 872'375 | 99.89% | 99.89% |
17.03.2016 | 0.65% | 1.71 | 1.72 | 500'000 | 500'000 | 500'000 | 500'000 | 848'536 | 854'031 | 99.56% | 99.56% |
16.03.2016 | 0.65% | 1.62 | 1.63 | 500'000 | 500'000 | 500'000 | 500'000 | 804'420 | 809'701 | 99.85% | 99.85% |
15.03.2016 | 0.67% | 1.60 | 1.61 | 500'000 | 500'000 | 500'000 | 500'000 | 791'419 | 796'725 | 99.86% | 99.86% |
14.03.2016 | 0.69% | 1.55 | 1.56 | 500'000 | 500'000 | 500'000 | 500'000 | 768'745 | 774'030 | 99.93% | 99.93% |
11.03.2016 | 0.68% | 1.55 | 1.56 | 500'000 | 500'000 | 500'000 | 500'000 | 785'170 | 790'546 | 99.37% | 99.37% |
10.03.2016 | 0.78% | 1.58 | 1.59 | 500'000 | 500'000 | 500'000 | 500'000 | 780'407 | 786'476 | 90.98% | 90.98% |
09.03.2016 | 0.67% | 1.62 | 1.63 | 500'000 | 500'000 | 500'000 | 500'000 | 802'903 | 808'304 | 99.76% | 99.76% |
08.03.2016 | 0.68% | 1.63 | 1.64 | 500'000 | 500'000 | 500'000 | 500'000 | 813'179 | 818'696 | 98.88% | 98.88% |