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 | 20.91% | 0.08 | 0.10 | 200'000 | 200'000 | 199'931 | 200'000 | 17'172 | 21'178 | 100.00% | 100.00% |
17.03.2016 | 25.23% | 0.09 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 14'107 | 18'107 | 99.93% | 99.93% |
16.03.2016 | 22.63% | 0.10 | 0.12 | 200'000 | 200'000 | 204'383 | 204'383 | 16'096 | 20'184 | 100.00% | 100.00% |
15.03.2016 | 20.47% | 0.08 | 0.10 | 200'000 | 200'000 | 203'719 | 203'719 | 17'898 | 21'972 | 100.00% | 100.00% |
14.03.2016 | 17.01% | 0.10 | 0.12 | 200'000 | 200'000 | 200'035 | 200'035 | 21'552 | 25'552 | 100.00% | 100.00% |
11.03.2016 | 16.75% | 0.11 | 0.13 | 250'000 | 250'000 | 250'000 | 250'000 | 27'359 | 32'359 | 100.00% | 100.00% |
10.03.2016 | 14.56% | 0.11 | 0.13 | 250'000 | 250'000 | 228'415 | 228'415 | 29'076 | 33'644 | 98.43% | 98.43% |
09.03.2016 | 14.43% | 0.13 | 0.15 | 250'000 | 250'000 | 232'532 | 232'532 | 29'881 | 34'532 | 100.00% | 100.00% |
08.03.2016 | 11.95% | 0.13 | 0.15 | 250'000 | 250'000 | 207'575 | 207'575 | 32'699 | 36'850 | 99.60% | 99.60% |