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 | - | - | 0.03 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 90.10% |
17.03.2016 | - | - | 0.03 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 87.65% |
16.03.2016 | - | - | 0.03 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 98.72% |
15.03.2016 | - | 0.01 | 0.02 | 500'000 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14.03.2016 | 90.37% | 0.01 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 6'445 | 1'644 | 100.00% | 100.00% |
11.03.2016 | 96.91% | 0.02 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 5'464 | 1'546 | 86.62% | 100.00% |
10.03.2016 | 91.24% | 0.01 | 0.03 | 500'000 | 50'000 | 500'000 | 49'128 | 6'488 | 1'640 | 92.02% | 98.84% |
09.03.2016 | 84.47% | 0.02 | 0.04 | 500'000 | 50'000 | 500'000 | 50'000 | 7'329 | 1'733 | 100.00% | 100.00% |
08.03.2016 | 90.41% | 0.01 | 0.03 | 500'000 | 50'000 | 500'000 | 50'000 | 6'438 | 1'644 | 100.00% | 100.00% |