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 | - | 0.63 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
17.03.2016 | 12.21% | 0.69 | 0.76 | 500'000 | 100'000 | 500'000 | 100'000 | 323'455 | 73'071 | 99.99% | 99.99% |
16.03.2016 | 15.05% | 0.46 | 0.54 | 500'000 | 100'000 | 500'000 | 100'000 | 255'280 | 59'379 | 99.41% | 99.41% |
15.03.2016 | 15.39% | 0.51 | 0.58 | 500'000 | 100'000 | 500'000 | 100'000 | 248'132 | 57'896 | 98.82% | 98.82% |
14.03.2016 | 14.01% | 0.52 | 0.59 | 500'000 | 100'000 | 500'000 | 100'000 | 278'448 | 64'092 | 98.24% | 98.24% |
11.03.2016 | 13.70% | 0.57 | 0.64 | 500'000 | 100'000 | 500'000 | 100'000 | 291'131 | 66'785 | 100.00% | 100.00% |
10.03.2016 | 15.94% | 0.56 | 0.64 | 500'000 | 100'000 | 500'000 | 100'000 | 248'999 | 58'358 | 99.16% | 99.16% |
09.03.2016 | 15.63% | 0.51 | 0.58 | 500'000 | 100'000 | 500'000 | 100'000 | 226'015 | 52'863 | 99.65% | 99.65% |
08.03.2016 | 12.49% | 0.47 | 0.54 | 500'000 | 100'000 | 500'000 | 100'000 | 266'555 | 60'417 | 51.58% | 51.58% |