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 | 66.67% | 0.01 | 0.01 | 100'000 | 100'000 | 99'995 | 100'000 | 1'000 | 2'000 | 62.39% | 100.00% |
17.03.2016 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 2'000 | 100.00% | 100.00% |
16.03.2016 | 59.30% | 0.01 | 0.02 | 100'000 | 100'000 | 210'509 | 210'509 | 3'486 | 5'592 | 100.00% | 100.00% |
15.03.2016 | 59.16% | 0.01 | 0.02 | 100'000 | 100'000 | 212'541 | 212'541 | 3'532 | 5'658 | 100.00% | 100.00% |
14.03.2016 | 27.95% | 0.02 | 0.03 | 500'000 | 500'000 | 428'527 | 428'527 | 13'303 | 17'588 | 100.00% | 100.00% |
11.03.2016 | 49.28% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 8'260 | 13'260 | 100.00% | 100.00% |
10.03.2016 | 30.71% | 0.01 | 0.02 | 500'000 | 500'000 | 465'048 | 465'048 | 13'346 | 17'997 | 87.59% | 87.59% |
09.03.2016 | 27.39% | 0.04 | 0.05 | 400'000 | 400'000 | 460'633 | 460'671 | 14'884 | 19'491 | 100.00% | 100.00% |
08.03.2016 | 18.87% | 0.03 | 0.04 | 500'000 | 500'000 | 396'674 | 396'674 | 19'296 | 23'263 | 100.00% | 100.00% |