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 | 6.44% | 0.38 | 0.40 | 50'000 | 50'000 | 50'000 | 50'000 | 15'338 | 16'338 | 98.49% | 98.49% |
17.03.2016 | 4.34% | 0.27 | 0.29 | 50'000 | 50'000 | 50'000 | 50'000 | 14'485 | 15'111 | 98.58% | 98.58% |
16.03.2016 | 3.19% | 0.29 | 0.30 | 75'000 | 75'000 | 75'000 | 75'000 | 23'228 | 23'978 | 79.82% | 79.82% |
15.03.2016 | 4.29% | 0.22 | 0.23 | 75'000 | 75'000 | 91'381 | 91'381 | 21'370 | 22'284 | 66.15% | 66.15% |
14.03.2016 | 2.62% | 0.33 | 0.34 | 50'000 | 50'000 | 50'019 | 50'019 | 18'869 | 19'369 | 61.55% | 61.55% |
11.03.2016 | 3.55% | 0.27 | 0.28 | 100'000 | 100'000 | 100'000 | 100'000 | 27'807 | 28'807 | 72.09% | 72.09% |
10.03.2016 | 3.33% | 0.21 | 0.22 | 100'000 | 100'000 | 100'000 | 100'000 | 30'250 | 31'250 | 79.23% | 79.23% |
09.03.2016 | 3.35% | 0.34 | 0.35 | 100'000 | 100'000 | 100'000 | 100'000 | 29'897 | 30'897 | 89.16% | 89.16% |
08.03.2016 | 2.57% | 0.32 | 0.33 | 100'000 | 100'000 | 100'000 | 100'000 | 38'955 | 39'955 | 88.46% | 88.46% |