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 | - | - |
17.03.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.03.2017 | - | - | 0.01 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 81.65% |
15.03.2017 | - | 0.01 | 0.01 | 500'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.03.2017 | 67.25% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'952 | 7'081 | 99.61% | 99.72% |
13.03.2017 | 43.57% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 9'695 | 8'992 | 98.43% | 98.43% |
10.03.2017 | 65.10% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'950 | 6'885 | 99.56% | 99.56% |
09.03.2017 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 500'000 | 300'000 | 5'000 | 6'000 | 96.19% | 99.67% |
08.03.2017 | 63.36% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 5'886 | 6'659 | 100.00% | 100.00% |
07.03.2017 | 30.86% | 0.02 | 0.03 | 500'000 | 300'000 | 500'000 | 300'000 | 15'119 | 12'216 | 99.62% | 99.62% |