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 | 0.47% | 2.08 | 2.09 | 250'000 | 250'000 | 250'000 | 250'000 | 528'681 | 531'181 | 99.94% | 99.94% |
17.03.2016 | 0.49% | 2.08 | 2.09 | 250'000 | 250'000 | 250'000 | 250'000 | 508'105 | 510'605 | 99.93% | 99.93% |
16.03.2016 | 0.51% | 2.03 | 2.04 | 250'000 | 250'000 | 250'000 | 250'000 | 489'081 | 491'581 | 99.98% | 99.98% |
15.03.2016 | 0.47% | 1.87 | 1.88 | 250'000 | 250'000 | 250'000 | 250'000 | 533'399 | 535'899 | 99.99% | 99.99% |
14.03.2016 | 0.32% | 3.03 | 3.04 | 100'000 | 100'000 | 100'000 | 100'000 | 307'975 | 308'975 | 99.99% | 99.99% |
11.03.2016 | 0.35% | 2.91 | 2.92 | 100'000 | 100'000 | 100'000 | 100'000 | 284'649 | 285'649 | 99.83% | 99.83% |
10.03.2016 | 0.35% | 2.85 | 2.86 | 50'000 | 50'000 | 50'000 | 50'000 | 141'993 | 142'493 | 94.34% | 94.34% |
09.03.2016 | 0.35% | 2.83 | 2.84 | 50'000 | 50'000 | 50'000 | 50'000 | 142'734 | 143'234 | 99.90% | 99.90% |
08.03.2016 | 0.35% | 2.85 | 2.86 | 50'000 | 50'000 | 50'000 | 50'000 | 140'743 | 141'243 | 99.29% | 99.29% |