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 | - | - | 0.02 | 0 | 475'000 | 0 | 0 | 0 | 0 | 0.00% | 99.23% |
17.03.2016 | 26.00% | 0.02 | 0.03 | 175'000 | 175'000 | 175'000 | 174'999 | 7'209 | 8'959 | 90.94% | 90.94% |
16.03.2016 | 7.05% | 0.12 | 0.13 | 175'000 | 175'000 | 175'000 | 175'000 | 24'009 | 25'759 | 99.71% | 99.71% |
15.03.2016 | 5.83% | 0.16 | 0.17 | 175'000 | 175'000 | 175'000 | 175'000 | 29'257 | 31'007 | 99.57% | 99.57% |
14.03.2016 | 5.02% | 0.18 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 38'997 | 40'997 | 99.98% | 99.98% |
11.03.2016 | 6.57% | 0.14 | 0.15 | 200'000 | 200'000 | 200'000 | 200'000 | 29'664 | 31'664 | 99.78% | 99.78% |
10.03.2016 | 4.95% | 0.17 | 0.18 | 200'000 | 200'000 | 200'000 | 200'000 | 39'669 | 41'669 | 99.47% | 99.47% |
09.03.2016 | 4.20% | 0.20 | 0.21 | 175'000 | 175'000 | 175'000 | 175'000 | 41'089 | 42'839 | 99.95% | 99.95% |
08.03.2016 | 3.95% | 0.25 | 0.26 | 200'000 | 200'000 | 198'849 | 198'849 | 49'555 | 51'544 | 96.85% | 96.85% |