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 | 97.36% | 0.01 | 0.03 | 150'000 | 150'000 | 149'999 | 150'000 | 1'619 | 4'619 | 51.69% | 94.98% |
17.03.2016 | 40.47% | 0.02 | 0.03 | 150'000 | 150'000 | 149'998 | 150'000 | 3'280 | 4'781 | 93.05% | 93.05% |
16.03.2016 | 19.97% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 6'849 | 8'349 | 93.22% | 93.22% |
15.03.2016 | 17.09% | 0.05 | 0.06 | 150'000 | 150'000 | 150'000 | 150'000 | 8'085 | 9'585 | 95.30% | 95.30% |
14.03.2016 | 13.94% | 0.06 | 0.07 | 150'000 | 150'000 | 150'000 | 150'000 | 10'144 | 11'644 | 80.08% | 80.08% |
11.03.2016 | 10.56% | 0.08 | 0.09 | 175'000 | 175'000 | 174'997 | 175'000 | 15'803 | 17'553 | 94.26% | 94.26% |
10.03.2016 | 8.73% | 0.09 | 0.10 | 125'000 | 125'000 | 124'996 | 125'000 | 13'752 | 15'003 | 89.63% | 89.63% |
09.03.2016 | 8.77% | 0.11 | 0.12 | 150'000 | 150'000 | 150'000 | 150'000 | 16'390 | 17'890 | 94.02% | 94.02% |
08.03.2016 | 8.96% | 0.10 | 0.11 | 175'000 | 175'000 | 173'272 | 173'272 | 18'504 | 20'236 | 93.61% | 93.61% |