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 | 0.75% | 55.25 | 55.70 | 150'000 | 150'000 | 150'000 | 150'000 | 82'736 | 83'362 | 100.00% | 100.00% |
17.03.2016 | 0.75% | 54.35 | 54.75 | 150'000 | 150'000 | 150'000 | 150'000 | 80'884 | 81'492 | 100.00% | 100.00% |
16.03.2016 | 0.75% | 52.45 | 52.85 | 150'000 | 150'000 | 150'000 | 150'000 | 79'396 | 79'994 | 99.20% | 99.20% |
15.03.2016 | 0.75% | 59.40 | 59.85 | 150'000 | 150'000 | 150'000 | 150'000 | 89'540 | 90'215 | 100.00% | 100.00% |
14.03.2016 | 0.75% | 62.75 | 63.25 | 150'000 | 150'000 | 150'000 | 150'000 | 96'814 | 97'542 | 99.47% | 99.47% |
11.03.2016 | 0.75% | 70.90 | 71.45 | 150'000 | 150'000 | 150'000 | 150'000 | 105'849 | 106'648 | 100.00% | 100.00% |
10.03.2016 | 0.79% | 71.00 | 71.50 | 150'000 | 150'000 | 145'862 | 145'862 | 104'069 | 104'876 | 98.93% | 98.93% |
09.03.2016 | 0.75% | 71.25 | 71.80 | 150'000 | 150'000 | 150'000 | 150'000 | 106'652 | 107'451 | 99.99% | 99.99% |
08.03.2016 | 0.75% | 70.90 | 71.40 | 150'000 | 150'000 | 150'000 | 150'000 | 106'235 | 107'036 | 99.83% | 99.83% |