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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.03.2016 | 69.33% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'256 | 27'019 | 52.80% | 91.00% |
16.03.2016 | 53.76% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'969 | 24'969 | 97.47% | 97.47% |
15.03.2016 | 28.32% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'939 | 40'939 | 96.06% | 96.06% |
14.03.2016 | 23.82% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 37'881 | 47'881 | 99.25% | 99.25% |
11.03.2016 | 5.79% | 0.13 | 0.14 | 450'000 | 450'000 | 450'000 | 450'000 | 78'677 | 83'177 | 93.41% | 93.41% |
10.03.2016 | 4.23% | 0.40 | 0.41 | 650'000 | 650'000 | 650'000 | 650'000 | 172'400 | 178'900 | 88.54% | 88.54% |
09.03.2016 | 3.53% | 0.34 | 0.35 | 625'000 | 625'000 | 625'000 | 625'000 | 175'435 | 181'685 | 99.28% | 99.28% |
08.03.2016 | 2.86% | 0.38 | 0.39 | 725'000 | 725'000 | 725'000 | 725'000 | 253'715 | 260'965 | 92.49% | 92.49% |