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 | 0.53% | 2.02 | 2.03 | 500'000 | 500'000 | 500'000 | 500'000 | 999'981 | 1'005'320 | 99.83% | 99.83% |
17.03.2016 | 0.56% | 1.98 | 1.99 | 500'000 | 500'000 | 500'000 | 500'000 | 981'658 | 987'151 | 99.61% | 99.61% |
16.03.2016 | 0.56% | 1.88 | 1.89 | 500'000 | 500'000 | 500'000 | 500'000 | 937'857 | 943'140 | 99.84% | 99.84% |
15.03.2016 | 0.57% | 1.87 | 1.88 | 500'000 | 500'000 | 500'000 | 500'000 | 925'528 | 930'835 | 99.88% | 99.88% |
14.03.2016 | 0.58% | 1.82 | 1.83 | 500'000 | 500'000 | 500'000 | 500'000 | 903'728 | 909'012 | 99.94% | 99.94% |
11.03.2016 | 0.58% | 1.82 | 1.83 | 500'000 | 500'000 | 500'000 | 500'000 | 918'899 | 924'269 | 99.25% | 99.25% |
10.03.2016 | 0.66% | 1.85 | 1.86 | 500'000 | 500'000 | 500'000 | 500'000 | 913'659 | 919'739 | 91.13% | 91.13% |
09.03.2016 | 0.58% | 1.89 | 1.90 | 500'000 | 500'000 | 500'000 | 500'000 | 936'270 | 941'674 | 99.77% | 99.77% |
08.03.2016 | 0.58% | 1.90 | 1.91 | 500'000 | 500'000 | 500'000 | 500'000 | 946'457 | 951'976 | 98.94% | 98.94% |