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 | 13.99% | 0.12 | 0.14 | 125'000 | 125'000 | 125'000 | 125'000 | 16'897 | 19'397 | 100.00% | 100.00% |
17.03.2016 | 16.83% | 0.12 | 0.14 | 125'000 | 125'000 | 125'000 | 125'000 | 13'829 | 16'329 | 100.00% | 100.00% |
16.03.2016 | 11.64% | 0.12 | 0.14 | 125'000 | 125'000 | 125'000 | 125'000 | 13'198 | 14'863 | 100.00% | 100.00% |
15.03.2016 | 10.58% | 0.09 | 0.10 | 125'000 | 125'000 | 125'000 | 125'000 | 20'809 | 23'135 | 100.00% | 100.00% |
14.03.2016 | 3.76% | 0.50 | 0.52 | 125'000 | 125'000 | 125'000 | 125'000 | 65'341 | 67'841 | 100.00% | 100.00% |
11.03.2016 | 4.52% | 0.46 | 0.48 | 125'000 | 125'000 | 125'000 | 125'000 | 54'093 | 56'593 | 100.00% | 100.00% |
10.03.2016 | 4.53% | 0.43 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 54'069 | 56'569 | 98.28% | 98.28% |
09.03.2016 | 4.47% | 0.43 | 0.45 | 125'000 | 125'000 | 125'000 | 125'000 | 54'720 | 57'220 | 99.73% | 99.73% |
08.03.2016 | 4.70% | 0.44 | 0.46 | 125'000 | 125'000 | 147'054 | 147'044 | 61'054 | 63'990 | 99.55% | 99.55% |