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 | 30.62% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 15'517 | 4'103 | 100.00% | 100.00% |
17.03.2016 | 22.43% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 21'553 | 5'311 | 99.96% | 99.96% |
16.03.2016 | 19.48% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 23'721 | 5'744 | 99.69% | 99.69% |
15.03.2016 | 32.88% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 13'125 | 3'625 | 100.00% | 100.00% |
14.03.2016 | 21.11% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 22'430 | 5'486 | 99.96% | 99.96% |
11.03.2016 | 22.42% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 20'430 | 5'086 | 99.82% | 99.82% |
10.03.2016 | 29.51% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 86'150 | 23'557 | 5'276 | 98.85% | 98.85% |
09.03.2016 | 18.06% | 0.04 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 25'661 | 6'132 | 100.00% | 100.00% |
08.03.2016 | 20.06% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 22'687 | 5'537 | 100.00% | 100.00% |