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 | 73.89% | 0.01 | 0.03 | 100'000 | 100'000 | 100'007 | 100'007 | 1'004 | 2'225 | 90.72% | 90.72% |
17.03.2016 | 17.39% | 0.11 | 0.13 | 100'000 | 100'000 | 100'000 | 99'946 | 10'613 | 12'607 | 99.94% | 99.94% |
16.03.2016 | 16.95% | 0.13 | 0.15 | 100'000 | 100'000 | 100'000 | 100'000 | 10'928 | 12'928 | 100.00% | 100.00% |
15.03.2016 | 17.40% | 0.11 | 0.13 | 100'000 | 100'000 | 100'000 | 99'942 | 10'533 | 12'526 | 100.00% | 100.00% |
14.03.2016 | 13.08% | 0.14 | 0.16 | 100'000 | 100'000 | 100'000 | 100'000 | 14'313 | 16'313 | 100.00% | 100.00% |
11.03.2016 | 15.09% | 0.14 | 0.16 | 100'000 | 100'000 | 100'000 | 100'000 | 12'347 | 14'347 | 100.00% | 100.00% |
10.03.2016 | 15.21% | 0.11 | 0.13 | 100'000 | 100'000 | 100'000 | 100'000 | 12'220 | 14'220 | 98.45% | 98.45% |
09.03.2016 | 15.02% | 0.13 | 0.15 | 100'000 | 100'000 | 102'146 | 102'146 | 12'583 | 14'626 | 100.00% | 100.00% |
08.03.2016 | 16.13% | 0.12 | 0.14 | 150'000 | 150'000 | 136'011 | 136'011 | 15'415 | 18'135 | 99.61% | 99.61% |