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 | 2.42% | 0.40 | 0.41 | 100'000 | 100'000 | 100'000 | 100'000 | 40'875 | 41'875 | 99.87% | 99.87% |
17.03.2016 | 2.40% | 0.41 | 0.42 | 100'000 | 100'000 | 100'000 | 100'000 | 41'222 | 42'222 | 98.69% | 98.69% |
16.03.2016 | 2.25% | 0.44 | 0.45 | 100'000 | 100'000 | 100'000 | 100'000 | 43'909 | 44'909 | 98.97% | 98.97% |
15.03.2016 | 2.23% | 0.43 | 0.44 | 100'000 | 100'000 | 100'000 | 100'000 | 44'275 | 45'275 | 99.62% | 99.62% |
14.03.2016 | 2.20% | 0.44 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 56'096 | 57'346 | 99.65% | 99.65% |
11.03.2016 | 2.13% | 0.46 | 0.47 | 125'000 | 125'000 | 125'000 | 125'000 | 58'001 | 59'251 | 95.85% | 95.85% |
10.03.2016 | 2.03% | 0.46 | 0.47 | 125'000 | 125'000 | 125'000 | 125'000 | 61'015 | 62'266 | 85.63% | 85.63% |
09.03.2016 | 2.03% | 0.49 | 0.50 | 125'000 | 125'000 | 125'000 | 125'000 | 60'948 | 62'198 | 96.07% | 96.07% |
08.03.2016 | 2.35% | 0.47 | 0.48 | 125'000 | 125'000 | 123'065 | 123'065 | 58'457 | 59'829 | 86.52% | 86.52% |