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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 20.30% | 99.80% |
17.03.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 98.78% | 98.78% |
16.03.2016 | 39.71% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 838'018 | 838'018 | 17'044 | 25'424 | 98.32% | 98.32% |
15.03.2016 | 25.82% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 745'014 | 745'014 | 25'187 | 32'637 | 98.43% | 98.43% |
14.03.2016 | 22.79% | 0.03 | 0.04 | 975'000 | 975'000 | 719'287 | 719'287 | 27'907 | 35'100 | 98.68% | 98.68% |
11.03.2016 | 15.69% | 0.05 | 0.06 | 700'000 | 700'000 | 515'297 | 515'297 | 30'174 | 35'327 | 94.74% | 94.74% |
10.03.2016 | 12.41% | 0.08 | 0.09 | 750'000 | 750'000 | 563'376 | 563'376 | 42'145 | 47'779 | 90.08% | 90.08% |
09.03.2016 | 8.63% | 0.11 | 0.12 | 725'000 | 725'000 | 546'925 | 546'925 | 61'129 | 66'599 | 95.19% | 95.19% |
08.03.2016 | 7.49% | 0.11 | 0.12 | 500'000 | 500'000 | 446'664 | 446'664 | 57'454 | 61'920 | 98.85% | 98.85% |