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 | 6.90% | 0.29 | 0.31 | 180'000 | 50'000 | 184'492 | 50'000 | 51'667 | 15'022 | 100.00% | 100.00% |
17.03.2016 | 8.01% | 0.27 | 0.29 | 190'000 | 50'000 | 211'028 | 50'000 | 50'605 | 13'051 | 99.56% | 99.56% |
16.03.2016 | 8.74% | 0.22 | 0.24 | 230'000 | 50'000 | 230'691 | 50'000 | 50'509 | 11'965 | 100.00% | 100.00% |
15.03.2016 | 9.30% | 0.21 | 0.23 | 240'000 | 50'000 | 246'331 | 50'000 | 50'501 | 11'278 | 100.00% | 100.00% |
14.03.2016 | 9.31% | 0.20 | 0.22 | 250'000 | 50'000 | 245'045 | 50'000 | 50'220 | 11'257 | 100.00% | 100.00% |
11.03.2016 | 9.76% | 0.20 | 0.22 | 250'000 | 50'000 | 259'601 | 50'000 | 50'563 | 10'750 | 100.00% | 100.00% |
10.03.2016 | 9.89% | 0.17 | 0.19 | 300'000 | 50'000 | 250'324 | 48'736 | 50'373 | 10'836 | 98.91% | 98.91% |
09.03.2016 | 9.24% | 0.20 | 0.22 | 250'000 | 50'000 | 243'411 | 50'000 | 50'270 | 11'343 | 100.00% | 100.00% |
08.03.2016 | 10.04% | 0.23 | 0.25 | 220'000 | 50'000 | 267'288 | 50'000 | 50'566 | 10'497 | 100.00% | 100.00% |