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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.02.2016 | 51.05% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 999'999 | 1'000'000 | 15'856 | 25'856 | 12.05% | 97.94% |
17.02.2016 | 29.31% | 0.01 | 0.02 | 675'000 | 675'000 | 675'000 | 675'000 | 21'876 | 28'626 | 99.21% | 99.21% |
16.02.2016 | 7.99% | 0.12 | 0.13 | 725'000 | 725'000 | 725'000 | 725'000 | 88'077 | 95'327 | 99.32% | 99.32% |
15.02.2016 | 7.95% | 0.12 | 0.13 | 350'000 | 350'000 | 350'000 | 350'000 | 42'628 | 46'128 | 99.60% | 99.60% |
12.02.2016 | 2.66% | 0.35 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 111'663 | 114'663 | 99.79% | 99.79% |
11.02.2016 | 1.97% | 0.53 | 0.54 | 475'000 | 475'000 | 475'000 | 475'000 | 240'951 | 245'701 | 91.43% | 91.43% |
10.02.2016 | 3.81% | 0.25 | 0.26 | 325'000 | 325'000 | 325'000 | 325'000 | 84'682 | 87'932 | 95.38% | 95.38% |
09.02.2016 | 2.90% | 0.43 | 0.44 | 475'000 | 475'000 | 475'000 | 475'000 | 167'447 | 172'197 | 95.25% | 95.25% |