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 | 70.01% | 0.01 | 0.02 | 125'000 | 125'000 | 125'000 | 125'000 | 1'250 | 2'625 | 100.00% | 100.00% |
17.03.2016 | 41.21% | 0.04 | 0.05 | 300'000 | 300'000 | 158'394 | 158'394 | 5'289 | 7'283 | 96.62% | 96.62% |
16.03.2016 | 66.67% | 0.01 | 0.02 | 250'000 | 975'000 | 250'000 | 250'000 | 2'500 | 5'000 | 34.01% | 97.81% |
15.03.2016 | 66.67% | 0.01 | 0.02 | 925'000 | 925'000 | 496'242 | 496'242 | 4'962 | 9'925 | 93.81% | 98.16% |
14.03.2016 | 36.17% | 0.01 | 0.02 | 425'000 | 425'000 | 238'555 | 238'555 | 5'334 | 7'719 | 98.40% | 98.40% |
11.03.2016 | 27.81% | 0.04 | 0.05 | 275'000 | 275'000 | 137'921 | 137'921 | 6'429 | 8'192 | 95.91% | 95.91% |
10.03.2016 | 32.97% | 0.04 | 0.05 | 500'000 | 500'000 | 235'560 | 235'560 | 7'601 | 9'957 | 97.06% | 97.06% |
09.03.2016 | 64.62% | 0.03 | 0.04 | 500'000 | 500'000 | 499'851 | 499'851 | 8'037 | 15'023 | 92.89% | 92.89% |
08.03.2016 | 18.49% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 26'830 | 31'830 | 97.75% | 97.75% |