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 | 17.84% | 0.03 | 0.04 | 425'000 | 425'000 | 425'000 | 425'000 | 27'916 | 32'166 | 100.00% | 100.00% |
17.03.2016 | 5.69% | 0.16 | 0.17 | 775'000 | 775'000 | 774'932 | 774'994 | 167'903 | 175'668 | 98.02% | 98.02% |
16.03.2016 | 6.82% | 0.14 | 0.15 | 600'000 | 600'000 | 599'999 | 600'000 | 86'233 | 92'233 | 98.61% | 98.61% |
15.03.2016 | 4.89% | 0.18 | 0.19 | 725'000 | 725'000 | 725'000 | 725'000 | 145'257 | 152'507 | 96.62% | 96.62% |
14.03.2016 | 5.05% | 0.18 | 0.19 | 450'000 | 450'000 | 450'000 | 449'997 | 87'134 | 91'634 | 99.23% | 99.23% |
11.03.2016 | 2.08% | 0.40 | 0.41 | 325'000 | 325'000 | 325'000 | 325'000 | 157'293 | 160'543 | 92.61% | 92.61% |
10.03.2016 | 1.80% | 0.83 | 0.84 | 400'000 | 400'000 | 400'000 | 399'981 | 235'424 | 239'418 | 87.75% | 87.75% |
09.03.2016 | 1.66% | 0.70 | 0.71 | 375'000 | 375'000 | 375'000 | 375'000 | 225'893 | 229'643 | 99.23% | 99.23% |
08.03.2016 | 1.40% | 0.75 | 0.76 | 425'000 | 425'000 | 425'000 | 425'000 | 303'324 | 307'574 | 92.52% | 92.52% |