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 | 0.26% | 3.74 | 3.75 | 250'000 | 250'000 | 250'000 | 250'000 | 945'274 | 947'774 | 100.00% | 100.00% |
17.03.2016 | 0.26% | 3.86 | 3.87 | 250'000 | 250'000 | 250'000 | 250'000 | 970'727 | 973'227 | 98.38% | 98.38% |
16.03.2016 | 0.28% | 3.61 | 3.62 | 250'000 | 250'000 | 250'000 | 250'000 | 902'620 | 905'120 | 98.63% | 98.63% |
15.03.2016 | 0.27% | 3.70 | 3.71 | 250'000 | 250'000 | 250'000 | 250'000 | 928'224 | 930'724 | 96.58% | 96.58% |
14.03.2016 | 0.28% | 3.61 | 3.62 | 250'000 | 250'000 | 250'000 | 250'000 | 902'522 | 905'022 | 99.33% | 99.33% |
11.03.2016 | 0.24% | 3.99 | 4.00 | 275'000 | 275'000 | 275'000 | 275'000 | 1'121'900 | 1'124'650 | 93.41% | 93.41% |
10.03.2016 | 0.25% | 4.49 | 4.50 | 275'000 | 275'000 | 275'000 | 275'000 | 1'115'060 | 1'117'820 | 88.64% | 88.64% |
09.03.2016 | 0.25% | 4.19 | 4.20 | 275'000 | 275'000 | 275'000 | 275'000 | 1'116'130 | 1'118'880 | 99.28% | 99.28% |
08.03.2016 | 0.24% | 4.30 | 4.31 | 275'000 | 275'000 | 275'000 | 275'000 | 1'165'090 | 1'167'840 | 92.49% | 92.49% |