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 | - | - |
19.02.2016 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 96.56% |
18.02.2016 | 75.91% | 0.02 | 0.05 | 775'000 | 775'000 | 775'000 | 775'000 | 27'110 | 50'360 | 95.99% | 95.99% |
17.02.2016 | 13.99% | 0.12 | 0.15 | 325'000 | 325'000 | 325'000 | 325'000 | 69'819 | 79'569 | 97.65% | 97.65% |
16.02.2016 | 2.10% | 0.56 | 0.57 | 425'000 | 425'000 | 425'000 | 425'000 | 202'980 | 207'230 | 99.22% | 99.22% |
15.02.2016 | 2.47% | 0.42 | 0.43 | 300'000 | 300'000 | 300'000 | 300'000 | 120'329 | 123'329 | 99.60% | 99.60% |
12.02.2016 | 1.00% | 0.94 | 0.95 | 300'000 | 300'000 | 300'000 | 300'000 | 299'243 | 302'243 | 98.95% | 98.95% |
11.02.2016 | 0.83% | 1.21 | 1.22 | 350'000 | 350'000 | 350'000 | 350'000 | 420'417 | 423'917 | 94.85% | 94.85% |
10.02.2016 | 1.39% | 0.75 | 0.76 | 325'000 | 325'000 | 325'000 | 325'000 | 234'653 | 237'903 | 91.66% | 91.66% |
09.02.2016 | 0.98% | 1.07 | 1.08 | 350'000 | 350'000 | 350'000 | 350'000 | 360'513 | 364'013 | 97.49% | 97.49% |