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 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 91.67% |
17.03.2016 | 31.55% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 17'560 | 13'705 | 94.54% | 94.54% |
16.03.2016 | 15.30% | 0.10 | 0.12 | 500'000 | 300'000 | 427'190 | 300'000 | 50'521 | 41'506 | 98.73% | 98.73% |
15.03.2016 | 12.77% | 0.14 | 0.16 | 360'000 | 300'000 | 346'567 | 300'000 | 50'799 | 50'117 | 100.00% | 100.00% |
14.03.2016 | 10.87% | 0.16 | 0.18 | 320'000 | 300'000 | 304'397 | 300'000 | 53'066 | 58'363 | 99.99% | 99.99% |
11.03.2016 | 6.96% | 0.13 | 0.14 | 390'000 | 300'000 | 363'180 | 300'000 | 50'675 | 45'122 | 100.00% | 100.00% |
10.03.2016 | 7.81% | 0.16 | 0.17 | 320'000 | 300'000 | 299'349 | 285'309 | 55'087 | 56'581 | 97.90% | 98.41% |
09.03.2016 | 6.44% | 0.19 | 0.20 | 300'000 | 300'000 | 300'000 | 300'000 | 65'972 | 70'457 | 100.00% | 100.00% |
08.03.2016 | 7.62% | 0.24 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 69'226 | 74'739 | 100.00% | 100.00% |