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 | 5.75% | 0.22 | 0.23 | 75'000 | 75'000 | 75'000 | 75'000 | 12'770 | 13'520 | 100.00% | 100.00% |
17.03.2016 | 8.16% | 0.12 | 0.13 | 150'000 | 150'000 | 149'843 | 149'844 | 17'799 | 19'297 | 98.81% | 98.81% |
16.03.2016 | 16.45% | 0.06 | 0.07 | 175'000 | 175'000 | 175'000 | 175'000 | 9'880 | 11'630 | 98.63% | 98.63% |
15.03.2016 | 20.26% | 0.05 | 0.06 | 175'000 | 175'000 | 178'098 | 178'097 | 8'019 | 9'799 | 96.44% | 96.44% |
14.03.2016 | 10.10% | 0.09 | 0.10 | 150'000 | 150'000 | 131'198 | 131'198 | 12'629 | 13'941 | 99.62% | 99.62% |
11.03.2016 | 14.98% | 0.06 | 0.07 | 200'000 | 200'000 | 162'155 | 162'155 | 10'245 | 11'866 | 99.47% | 99.47% |
10.03.2016 | 11.48% | 0.07 | 0.08 | 150'000 | 150'000 | 150'000 | 150'000 | 12'772 | 14'272 | 98.15% | 98.15% |
09.03.2016 | 8.58% | 0.10 | 0.11 | 150'000 | 150'000 | 150'000 | 150'000 | 17'174 | 18'674 | 98.52% | 98.52% |
08.03.2016 | 5.07% | 0.09 | 0.10 | 100'000 | 100'000 | 99'770 | 99'769 | 21'065 | 22'063 | 97.68% | 97.68% |