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 | - | - | 0.02 | 0 | 325'000 | 0 | 0 | 0 | 0 | 0.00% | 98.11% |
17.03.2016 | 58.65% | 0.01 | 0.02 | 175'000 | 175'000 | 175'000 | 175'000 | 2'441 | 4'191 | 96.93% | 99.39% |
16.03.2016 | 23.02% | 0.03 | 0.04 | 175'000 | 175'000 | 175'000 | 175'000 | 6'819 | 8'569 | 97.62% | 97.62% |
15.03.2016 | 24.26% | 0.04 | 0.05 | 125'000 | 125'000 | 125'000 | 125'000 | 4'799 | 6'049 | 97.02% | 97.02% |
14.03.2016 | 7.65% | 0.12 | 0.13 | 125'000 | 125'000 | 125'000 | 125'000 | 15'760 | 17'010 | 98.34% | 98.34% |
11.03.2016 | 8.66% | 0.13 | 0.14 | 200'000 | 200'000 | 200'000 | 200'000 | 22'257 | 24'257 | 98.86% | 98.88% |
10.03.2016 | 10.53% | 0.08 | 0.09 | 175'000 | 175'000 | 175'000 | 175'000 | 15'953 | 17'703 | 99.29% | 99.29% |
09.03.2016 | 11.29% | 0.08 | 0.09 | 200'000 | 200'000 | 200'000 | 200'000 | 16'820 | 18'820 | 99.77% | 99.77% |
08.03.2016 | 13.21% | 0.07 | 0.08 | 200'000 | 200'000 | 200'000 | 200'000 | 14'184 | 16'184 | 94.76% | 94.76% |