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 | - | 0.11 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 35.55% |
17.03.2016 | 34.31% | 0.10 | 0.15 | 500'000 | 100'000 | 500'000 | 100'000 | 69'219 | 18'844 | 91.85% | 91.85% |
16.03.2016 | 29.14% | 0.19 | 0.24 | 500'000 | 100'000 | 500'000 | 100'000 | 75'065 | 20'013 | 99.99% | 99.99% |
15.03.2016 | 34.50% | 0.13 | 0.18 | 500'000 | 100'000 | 500'000 | 100'000 | 60'510 | 17'102 | 99.99% | 99.99% |
14.03.2016 | 25.24% | 0.20 | 0.25 | 500'000 | 100'000 | 500'000 | 100'000 | 87'303 | 22'461 | 98.86% | 98.86% |
11.03.2016 | 24.83% | 0.16 | 0.21 | 500'000 | 100'000 | 500'000 | 100'000 | 88'980 | 22'796 | 99.98% | 99.98% |
10.03.2016 | 25.20% | 0.10 | 0.15 | 500'000 | 100'000 | 500'000 | 100'000 | 90'667 | 23'133 | 96.71% | 96.71% |
09.03.2016 | 29.68% | 0.13 | 0.18 | 500'000 | 100'000 | 500'000 | 100'000 | 72'543 | 19'509 | 99.99% | 99.99% |
08.03.2016 | 30.07% | 0.14 | 0.19 | 500'000 | 100'000 | 500'000 | 100'000 | 71'157 | 19'231 | 61.73% | 61.73% |