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 | 100.00% | 0.01 | 0.01 | 100'000 | 100'000 | 99'634 | 100'000 | 996 | 3'000 | 44.69% | 95.86% |
17.03.2016 | 94.23% | 0.01 | 0.03 | 150'000 | 150'000 | 145'141 | 145'141 | 1'663 | 4'565 | 100.00% | 100.00% |
16.03.2016 | 84.20% | 0.02 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 2'114 | 4'857 | 99.52% | 99.52% |
15.03.2016 | 22.14% | 0.03 | 0.04 | 150'000 | 150'000 | 142'450 | 142'450 | 5'778 | 7'219 | 90.09% | 90.09% |
14.03.2016 | 19.09% | 0.05 | 0.06 | 100'000 | 100'000 | 108'861 | 108'879 | 5'644 | 6'844 | 87.28% | 87.28% |
11.03.2016 | 17.11% | 0.06 | 0.07 | 150'000 | 150'000 | 150'000 | 150'000 | 8'073 | 9'573 | 100.00% | 100.00% |
10.03.2016 | 14.11% | 0.06 | 0.07 | 150'000 | 150'000 | 140'294 | 140'294 | 9'247 | 10'650 | 98.35% | 98.35% |
09.03.2016 | 13.21% | 0.07 | 0.08 | 150'000 | 150'000 | 145'471 | 145'471 | 10'281 | 11'736 | 100.00% | 100.00% |
08.03.2016 | 16.58% | 0.08 | 0.09 | 100'000 | 100'000 | 100'000 | 100'000 | 8'676 | 10'265 | 99.50% | 99.50% |