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 | 0.64% | 1.55 | 1.56 | 275'000 | 275'000 | 275'000 | 275'000 | 431'135 | 433'885 | 100.00% | 100.00% |
17.03.2016 | 0.58% | 1.65 | 1.66 | 275'000 | 275'000 | 275'000 | 275'000 | 474'668 | 477'418 | 98.24% | 98.24% |
16.03.2016 | 0.54% | 1.85 | 1.86 | 275'000 | 275'000 | 275'000 | 275'000 | 509'072 | 511'822 | 98.55% | 98.55% |
15.03.2016 | 0.52% | 1.91 | 1.92 | 275'000 | 275'000 | 275'000 | 275'000 | 526'629 | 529'379 | 98.27% | 98.27% |
14.03.2016 | 0.54% | 1.83 | 1.84 | 275'000 | 275'000 | 275'000 | 275'000 | 505'523 | 508'273 | 98.24% | 98.24% |
11.03.2016 | 0.52% | 1.85 | 1.86 | 275'000 | 275'000 | 275'000 | 275'000 | 526'406 | 529'156 | 98.76% | 98.76% |
10.03.2016 | 0.48% | 2.15 | 2.16 | 275'000 | 275'000 | 275'000 | 275'000 | 567'726 | 570'476 | 94.57% | 94.57% |
09.03.2016 | 0.47% | 2.18 | 2.19 | 275'000 | 275'000 | 275'000 | 275'000 | 588'661 | 591'411 | 96.89% | 96.89% |
08.03.2016 | 0.47% | 2.19 | 2.20 | 275'000 | 275'000 | 275'000 | 275'000 | 588'916 | 591'666 | 98.47% | 98.47% |