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 | - | - |
30.03.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
29.03.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24.03.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 93.38% |
23.03.2016 | 66.67% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 99'993 | 1'000 | 2'000 | 73.46% | 100.00% |
22.03.2016 | 52.78% | 0.01 | 0.02 | 100'000 | 100'000 | 99'952 | 99'950 | 1'538 | 2'538 | 90.37% | 91.24% |
21.03.2016 | 23.36% | 0.03 | 0.04 | 100'000 | 100'000 | 100'000 | 99'890 | 3'821 | 4'816 | 93.83% | 93.85% |
18.03.2016 | 15.37% | 0.05 | 0.06 | 100'000 | 100'000 | 99'990 | 99'958 | 6'035 | 7'033 | 98.74% | 98.90% |
17.03.2016 | 15.41% | 0.07 | 0.08 | 100'000 | 100'000 | 99'963 | 99'970 | 6'002 | 7'003 | 99.12% | 99.12% |
16.03.2016 | 15.39% | 0.06 | 0.07 | 100'000 | 100'000 | 99'955 | 99'977 | 6'020 | 7'021 | 96.74% | 96.91% |