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 | 250'000 | 100'000 | 248'260 | 248'260 | 2'483 | 4'965 | 32.39% | 100.00% |
14.03.2016 | 59.13% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 3'206 | 5'706 | 100.00% | 100.00% |
11.03.2016 | 43.34% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 4'930 | 7'672 | 100.00% | 100.00% |
10.03.2016 | 40.52% | 0.01 | 0.02 | 250'000 | 250'000 | 249'866 | 249'866 | 5'219 | 7'789 | 98.35% | 98.35% |
09.03.2016 | 40.00% | 0.02 | 0.03 | 250'000 | 250'000 | 250'000 | 250'000 | 5'000 | 7'500 | 100.00% | 100.00% |
08.03.2016 | 50.80% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 3'988 | 6'488 | 99.50% | 99.50% |