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 | 0.46% | 54.69 | 54.94 | 500'000 | 100'000 | 500'000 | 100'000 | 272'691 | 54'788 | 100.00% | 100.00% |
17.03.2016 | 0.46% | 54.00 | 54.25 | 500'000 | 100'000 | 500'000 | 100'000 | 270'235 | 54'297 | 100.00% | 100.00% |
16.03.2016 | 0.46% | 53.95 | 54.20 | 500'000 | 100'000 | 500'000 | 100'000 | 270'240 | 54'298 | 100.00% | 100.00% |
15.03.2016 | 0.47% | 53.24 | 53.49 | 500'000 | 100'000 | 500'000 | 100'000 | 266'410 | 53'532 | 100.00% | 100.00% |
14.03.2016 | 0.46% | 54.23 | 54.48 | 500'000 | 100'000 | 500'000 | 100'000 | 272'985 | 54'847 | 99.52% | 99.52% |
11.03.2016 | 0.47% | 53.38 | 53.63 | 500'000 | 100'000 | 500'000 | 100'000 | 267'134 | 53'677 | 100.00% | 100.00% |
10.03.2016 | 0.47% | 52.13 | 52.38 | 500'000 | 100'000 | 500'000 | 100'000 | 266'097 | 53'469 | 94.37% | 94.37% |
09.03.2016 | 0.47% | 53.40 | 53.65 | 500'000 | 100'000 | 500'000 | 100'000 | 264'775 | 53'205 | 100.00% | 100.00% |
08.03.2016 | 0.46% | 53.06 | 53.31 | 500'000 | 100'000 | 500'000 | 100'000 | 269'562 | 54'162 | 99.75% | 99.75% |