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 | 18.62% | 0.09 | 0.11 | 325'000 | 325'000 | 325'000 | 325'000 | 31'880 | 38'380 | 99.84% | 99.84% |
17.03.2016 | 18.70% | 0.09 | 0.11 | 325'000 | 325'000 | 325'000 | 325'000 | 33'367 | 39'961 | 84.49% | 84.49% |
16.03.2016 | 6.46% | 0.29 | 0.31 | 325'000 | 325'000 | 325'000 | 325'000 | 97'426 | 103'926 | 98.47% | 98.47% |
15.03.2016 | 6.99% | 0.27 | 0.29 | 325'000 | 325'000 | 325'000 | 325'000 | 89'902 | 96'402 | 97.84% | 97.84% |
14.03.2016 | 6.84% | 0.25 | 0.27 | 325'000 | 325'000 | 325'000 | 325'000 | 91'900 | 98'400 | 97.45% | 97.45% |
11.03.2016 | 3.53% | 0.25 | 0.26 | 350'000 | 350'000 | 350'000 | 350'000 | 97'676 | 101'176 | 99.70% | 99.70% |
10.03.2016 | 3.13% | 0.30 | 0.31 | 325'000 | 325'000 | 300'320 | 300'330 | 115'337 | 118'840 | 91.77% | 91.77% |
09.03.2016 | 2.38% | 0.39 | 0.40 | 325'000 | 325'000 | 325'000 | 325'000 | 135'264 | 138'514 | 99.73% | 99.73% |
08.03.2016 | 2.83% | 0.35 | 0.36 | 325'000 | 325'000 | 325'000 | 325'000 | 113'189 | 116'439 | 99.42% | 99.42% |