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 | 2.45% | 0.38 | 0.39 | 140'000 | 50'000 | 116'818 | 50'000 | 51'907 | 23'301 | 99.82% | 99.82% |
17.03.2016 | 1.59% | 0.62 | 0.63 | 90'000 | 50'000 | 87'151 | 50'000 | 54'510 | 31'834 | 100.00% | 100.00% |
16.03.2016 | 1.40% | 0.70 | 0.71 | 80'000 | 50'000 | 77'647 | 50'000 | 55'059 | 35'974 | 100.00% | 100.00% |
15.03.2016 | 1.37% | 0.73 | 0.74 | 70'000 | 50'000 | 70'116 | 50'000 | 50'735 | 36'680 | 100.00% | 100.00% |
14.03.2016 | 1.37% | 0.72 | 0.73 | 70'000 | 50'000 | 71'328 | 50'000 | 51'778 | 36'811 | 100.00% | 100.00% |
11.03.2016 | 1.45% | 0.69 | 0.70 | 80'000 | 50'000 | 79'907 | 50'000 | 54'648 | 34'698 | 100.00% | 100.00% |
10.03.2016 | 1.61% | 0.70 | 0.71 | 80'000 | 50'000 | 70'715 | 47'492 | 52'154 | 35'547 | 98.84% | 98.84% |
09.03.2016 | 1.52% | 0.71 | 0.73 | 80'000 | 50'000 | 70'243 | 50'000 | 52'448 | 37'911 | 100.00% | 100.00% |
08.03.2016 | 1.54% | 0.70 | 0.71 | 80'000 | 50'000 | 77'573 | 50'000 | 54'407 | 35'646 | 100.00% | 100.00% |