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 | 72.19% | 0.02 | 0.04 | 500'000 | 500'000 | 642'104 | 642'104 | 11'667 | 24'509 | 100.00% | 100.00% |
17.03.2016 | 34.59% | 0.03 | 0.05 | 750'000 | 750'000 | 687'502 | 687'502 | 34'638 | 48'388 | 99.93% | 99.93% |
16.03.2016 | 23.65% | 0.07 | 0.09 | 750'000 | 750'000 | 750'000 | 750'000 | 56'495 | 71'495 | 100.00% | 100.00% |
15.03.2016 | 17.07% | 0.12 | 0.14 | 500'000 | 500'000 | 566'260 | 566'260 | 60'485 | 71'811 | 100.00% | 100.00% |
14.03.2016 | 20.56% | 0.10 | 0.12 | 750'000 | 750'000 | 750'000 | 750'000 | 66'158 | 81'158 | 100.00% | 100.00% |
11.03.2016 | 18.39% | 0.09 | 0.11 | 750'000 | 750'000 | 750'000 | 750'000 | 74'512 | 89'512 | 100.00% | 100.00% |
10.03.2016 | 17.51% | 0.13 | 0.15 | 750'000 | 750'000 | 750'000 | 750'000 | 79'267 | 94'267 | 98.43% | 98.43% |
09.03.2016 | 17.82% | 0.11 | 0.13 | 750'000 | 750'000 | 750'000 | 750'000 | 76'965 | 91'965 | 100.00% | 100.00% |
08.03.2016 | 18.91% | 0.12 | 0.14 | 750'000 | 750'000 | 750'000 | 750'000 | 72'403 | 87'403 | 99.60% | 99.60% |