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 | 13.58% | 0.12 | 0.14 | 175'000 | 175'000 | 175'000 | 175'000 | 24'325 | 27'825 | 98.45% | 98.45% |
17.03.2016 | 16.79% | 0.15 | 0.17 | 175'000 | 175'000 | 175'000 | 175'000 | 20'221 | 23'690 | 95.64% | 95.64% |
16.03.2016 | 6.51% | 0.14 | 0.15 | 175'000 | 175'000 | 175'000 | 175'000 | 26'157 | 27'907 | 89.06% | 89.06% |
15.03.2016 | 6.25% | 0.15 | 0.16 | 175'000 | 175'000 | 175'000 | 175'000 | 27'233 | 28'983 | 91.59% | 91.59% |
14.03.2016 | 5.73% | 0.16 | 0.17 | 175'000 | 175'000 | 175'000 | 175'000 | 29'957 | 31'707 | 93.06% | 93.06% |
11.03.2016 | 6.59% | 0.16 | 0.17 | 275'000 | 275'000 | 275'000 | 275'000 | 40'521 | 43'271 | 94.11% | 94.11% |
10.03.2016 | 7.41% | 0.10 | 0.11 | 225'000 | 225'000 | 225'000 | 225'000 | 30'062 | 32'312 | 86.30% | 86.30% |
09.03.2016 | 6.94% | 0.12 | 0.13 | 225'000 | 225'000 | 225'000 | 225'000 | 31'620 | 33'870 | 83.36% | 83.36% |
08.03.2016 | 7.61% | 0.13 | 0.14 | 250'000 | 250'000 | 250'000 | 250'000 | 32'028 | 34'528 | 87.33% | 87.33% |