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 | 15.91% | 0.04 | 0.05 | 225'000 | 225'000 | 225'000 | 225'000 | 14'309 | 16'559 | 99.84% | 99.84% |
17.03.2016 | 50.42% | 0.03 | 0.04 | 325'000 | 325'000 | 325'000 | 325'000 | 5'931 | 9'181 | 97.69% | 97.69% |
16.03.2016 | 36.76% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 9'275 | 13'275 | 99.77% | 99.77% |
15.03.2016 | 24.82% | 0.03 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 10'814 | 13'814 | 99.71% | 99.71% |
14.03.2016 | 20.08% | 0.04 | 0.05 | 275'000 | 275'000 | 275'000 | 275'000 | 12'641 | 15'391 | 99.95% | 99.95% |
11.03.2016 | 19.97% | 0.06 | 0.07 | 575'000 | 575'000 | 575'000 | 575'000 | 26'217 | 31'967 | 99.90% | 99.90% |
10.03.2016 | 18.17% | 0.04 | 0.05 | 350'000 | 350'000 | 350'000 | 350'000 | 18'184 | 21'684 | 99.63% | 99.63% |
09.03.2016 | 15.74% | 0.06 | 0.07 | 475'000 | 475'000 | 475'000 | 475'000 | 27'973 | 32'723 | 99.97% | 99.97% |
08.03.2016 | 30.88% | 0.05 | 0.06 | 525'000 | 525'000 | 522'077 | 522'077 | 15'820 | 21'189 | 95.00% | 95.00% |