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 | 0.49% | 2.04 | 2.05 | 500'000 | 500'000 | 500'000 | 500'000 | 1'009'520 | 1'014'520 | 92.82% | 92.82% |
17.03.2016 | 0.54% | 1.93 | 1.94 | 500'000 | 500'000 | 500'000 | 500'000 | 926'285 | 931'285 | 99.48% | 99.48% |
16.03.2016 | 0.55% | 1.81 | 1.82 | 500'000 | 500'000 | 500'000 | 500'000 | 901'309 | 906'309 | 99.74% | 99.74% |
15.03.2016 | 0.60% | 1.74 | 1.75 | 500'000 | 500'000 | 500'000 | 500'000 | 837'100 | 842'100 | 99.59% | 99.59% |
14.03.2016 | 0.59% | 1.72 | 1.73 | 500'000 | 500'000 | 500'000 | 500'000 | 844'514 | 849'514 | 100.00% | 100.00% |
11.03.2016 | 0.60% | 1.70 | 1.71 | 500'000 | 500'000 | 500'000 | 500'000 | 828'069 | 833'069 | 100.00% | 100.00% |
10.03.2016 | 0.63% | 1.46 | 1.47 | 500'000 | 500'000 | 500'000 | 500'000 | 787'680 | 792'680 | 96.39% | 96.39% |
09.03.2016 | 0.64% | 1.51 | 1.52 | 500'000 | 500'000 | 500'000 | 500'000 | 781'308 | 786'308 | 100.00% | 100.00% |
08.03.2016 | 0.68% | 1.47 | 1.48 | 500'000 | 500'000 | 500'000 | 500'000 | 738'124 | 743'124 | 99.79% | 99.79% |