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 | 1.68% | 0.64 | 0.65 | 75'000 | 75'000 | 75'000 | 75'000 | 44'393 | 45'143 | 100.00% | 100.00% |
17.03.2016 | 1.85% | 0.55 | 0.56 | 75'000 | 75'000 | 75'000 | 75'000 | 40'286 | 41'036 | 99.12% | 99.12% |
16.03.2016 | 2.77% | 0.36 | 0.37 | 75'000 | 75'000 | 75'000 | 75'000 | 26'748 | 27'498 | 98.60% | 98.60% |
15.03.2016 | 3.21% | 0.31 | 0.32 | 75'000 | 75'000 | 91'088 | 91'088 | 27'990 | 28'901 | 95.84% | 95.84% |
14.03.2016 | 2.38% | 0.41 | 0.42 | 100'000 | 100'000 | 100'000 | 100'000 | 41'691 | 42'691 | 95.83% | 95.83% |
11.03.2016 | 3.18% | 0.31 | 0.32 | 100'000 | 100'000 | 100'000 | 100'000 | 31'064 | 32'064 | 99.47% | 99.47% |
10.03.2016 | 2.98% | 0.31 | 0.32 | 100'000 | 100'000 | 100'000 | 100'000 | 33'364 | 34'364 | 97.77% | 97.77% |
09.03.2016 | 2.60% | 0.36 | 0.37 | 100'000 | 100'000 | 100'000 | 100'000 | 38'229 | 39'229 | 98.21% | 98.21% |
08.03.2016 | 1.90% | 0.33 | 0.34 | 100'000 | 100'000 | 100'000 | 100'000 | 53'805 | 54'805 | 96.14% | 96.14% |