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 | - | - |
17.03.2016 | 3.39% | 0.29 | 0.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 290'694 | 300'694 | 99.47% | 99.47% |
16.03.2016 | 10.57% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'709 | 100'709 | 100.00% | 100.00% |
15.03.2016 | 25.02% | 0.11 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 105'623 | 135'623 | 99.86% | 99.86% |
14.03.2016 | 21.88% | 0.13 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 122'601 | 152'601 | 100.00% | 100.00% |
11.03.2016 | 19.36% | 0.18 | 0.21 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 141'569 | 171'569 | 99.73% | 99.73% |
10.03.2016 | 26.96% | 0.18 | 0.21 | 1'000'000 | 1'000'000 | 999'922 | 999'923 | 104'892 | 134'919 | 98.97% | 98.97% |
09.03.2016 | 28.88% | 0.11 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 89'329 | 119'329 | 100.00% | 100.00% |
08.03.2016 | 22.34% | 0.13 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 119'623 | 149'623 | 100.00% | 100.00% |
07.03.2016 | 28.56% | 0.10 | 0.13 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'231 | 120'231 | 100.00% | 100.00% |