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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.03.2016 | 120.00% | 0.01 | 0.04 | 1'000'000 | 1'000'000 | 999'994 | 1'000'000 | 10'000 | 40'000 | 16.89% | 98.50% |
16.03.2016 | 100.00% | 0.01 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 30'000 | 65.96% | 99.83% |
15.03.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'625 | 1'000'000 | 9'996 | 20'000 | 93.04% | 98.91% |
14.03.2016 | 66.62% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'017 | 20'017 | 99.93% | 99.93% |
11.03.2016 | 37.67% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'039 | 32'039 | 81.10% | 81.10% |
10.03.2016 | 23.98% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 43'809 | 53'809 | 92.87% | 92.87% |
09.03.2016 | 18.94% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 49'402 | 59'402 | 98.51% | 98.51% |
08.03.2016 | 16.08% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 999'984 | 999'978 | 57'985 | 67'985 | 98.42% | 98.42% |