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 | 0.32% | 3.09 | 3.10 | 250'000 | 250'000 | 250'000 | 250'000 | 781'249 | 783'749 | 100.00% | 100.00% |
17.03.2016 | 0.31% | 3.21 | 3.22 | 250'000 | 250'000 | 250'000 | 250'000 | 806'172 | 808'672 | 97.95% | 97.95% |
16.03.2016 | 0.34% | 2.95 | 2.96 | 250'000 | 250'000 | 250'000 | 250'000 | 738'161 | 740'661 | 98.60% | 98.60% |
15.03.2016 | 0.33% | 3.05 | 3.06 | 250'000 | 250'000 | 250'000 | 250'000 | 763'898 | 766'398 | 96.61% | 96.61% |
14.03.2016 | 0.34% | 2.96 | 2.97 | 250'000 | 250'000 | 250'000 | 250'000 | 737'948 | 740'448 | 99.22% | 99.22% |
11.03.2016 | 0.29% | 3.33 | 3.34 | 275'000 | 275'000 | 275'000 | 275'000 | 940'906 | 943'656 | 93.01% | 93.01% |
10.03.2016 | 0.29% | 3.83 | 3.84 | 275'000 | 275'000 | 275'000 | 275'000 | 934'588 | 937'338 | 87.52% | 87.52% |
09.03.2016 | 0.29% | 3.54 | 3.55 | 275'000 | 275'000 | 275'000 | 275'000 | 935'129 | 937'879 | 99.24% | 99.24% |
08.03.2016 | 0.28% | 3.63 | 3.64 | 275'000 | 275'000 | 275'000 | 275'000 | 984'512 | 987'262 | 92.47% | 92.47% |