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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.03.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.03.2016 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.40% |
15.03.2016 | - | 0.01 | 0.01 | 500'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.77% |
14.03.2016 | 4.61% | 0.23 | 0.25 | 220'000 | 100'000 | 188'710 | 100'000 | 51'130 | 28'585 | 100.00% | 100.00% |
11.03.2016 | 9.25% | 0.16 | 0.17 | 320'000 | 100'000 | 386'224 | 100'000 | 50'623 | 14'576 | 100.00% | 100.00% |
10.03.2016 | 8.79% | 0.14 | 0.16 | 360'000 | 100'000 | 355'505 | 100'000 | 50'739 | 15'891 | 99.95% | 99.95% |
09.03.2016 | 8.34% | 0.14 | 0.16 | 360'000 | 100'000 | 310'195 | 100'000 | 50'958 | 17'922 | 99.24% | 99.24% |
08.03.2016 | 8.55% | 0.17 | 0.18 | 300'000 | 100'000 | 333'160 | 100'000 | 50'891 | 16'797 | 100.00% | 100.00% |