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 | - | - |
24.03.2017 | - | - | 0.03 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23.03.2017 | - | - | 0.03 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 85.25% |
22.03.2017 | - | - | 0.03 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.56% |
21.03.2017 | 120.00% | 0.01 | 0.03 | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 | 8'000 | 1.01% | 99.97% |
20.03.2017 | 120.05% | 0.01 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 2'146 | 8'529 | 100.00% | 100.00% |
17.03.2017 | 120.15% | 0.01 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 2'056 | 8'223 | 75.77% | 100.00% |
16.03.2017 | 105.77% | 0.01 | 0.04 | 200'000 | 200'000 | 200'000 | 200'000 | 3'100 | 9'546 | 99.78% | 99.78% |
15.03.2017 | 30.99% | 0.08 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 17'155 | 23'427 | 99.92% | 99.92% |
14.03.2017 | 31.84% | 0.08 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 17'111 | 23'572 | 99.93% | 99.93% |