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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.03.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.03.2016 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.03.2016 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 148'686 | 148'686 | 1'487 | 2'974 | 72.80% | 100.00% |
14.03.2016 | 50.47% | 0.01 | 0.02 | 150'000 | 150'000 | 150'000 | 150'000 | 2'536 | 4'036 | 100.00% | 100.00% |
11.03.2016 | 28.29% | 0.03 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 4'567 | 6'067 | 100.00% | 100.00% |
10.03.2016 | 18.27% | 0.03 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 7'752 | 9'252 | 98.27% | 98.27% |
09.03.2016 | 13.45% | 0.07 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 10'419 | 11'919 | 99.73% | 99.73% |
08.03.2016 | 15.27% | 0.07 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 9'198 | 10'698 | 99.54% | 99.54% |