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 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17.03.2016 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.11% |
16.03.2016 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 10'000 | 20'000 | 8.79% | 98.25% |
15.03.2016 | 66.67% | 0.01 | 0.02 | 675'000 | 675'000 | 675'000 | 675'000 | 6'750 | 13'500 | 99.66% | 99.66% |
14.03.2016 | 39.00% | 0.02 | 0.03 | 700'000 | 700'000 | 700'000 | 700'000 | 14'615 | 21'615 | 99.50% | 99.50% |
11.03.2016 | 40.66% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'756 | 29'756 | 96.19% | 96.19% |
10.03.2016 | 30.49% | 0.02 | 0.03 | 750'000 | 750'000 | 750'000 | 750'000 | 22'147 | 29'647 | 97.01% | 97.01% |
09.03.2016 | 23.85% | 0.03 | 0.04 | 825'000 | 825'000 | 825'000 | 825'000 | 31'218 | 39'468 | 97.31% | 97.31% |
08.03.2016 | 28.57% | 0.03 | 0.04 | 700'000 | 700'000 | 703'572 | 703'572 | 21'107 | 28'143 | 93.57% | 93.57% |